-93.2%
FRMI vs CPB
-18.4%
-74.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.9% | -16.5% | -8.2% |
| 7D | -39.7% | +13.0% | -52.7% | -36.6% |
| 30D | -55.2% | +20.5% | -75.7% | -51.7% |
| 3M | -71.2% | +2.2% | -73.4% | -70.3% |
| 6M | -64.1% | +15.4% | -79.5% | -61.7% |
| YTD | -77.2% | -12.3% | -64.9% | -78.2% |
| 1Y | -93.2% | -18.0% | -75.2% | -93.8% |
| All | -93.2% | -18.4% | -74.7% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling