-83.0%
FRMI vs CP
+21.3%
-104.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +15.9% | +0.6% | +15.3% | +15.6% |
| 30D | -6.0% | -0.5% | -5.5% | -5.5% |
| 3M | -1.6% | +0.1% | -1.7% | -2.6% |
| 6M | -30.7% | +7.8% | -38.5% | -34.6% |
| YTD | -30.9% | +22.9% | -53.7% | -36.6% |
| All | -83.0% | +21.3% | -104.3% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling