-66.3%
FRMI vs CP
+9.9%
-76.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | 0.0% | +17.6% | +17.5% |
| 7D | -0.5% | -0.7% | +0.1% | -0.7% |
| 30D | -44.3% | +9.6% | -53.9% | -45.5% |
| 3M | -74.6% | +2.2% | -76.8% | -74.1% |
| 6M | -66.3% | +11.1% | -77.4% | -71.8% |
| All | -66.3% | +9.9% | -76.2% | -71.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling