-84.3%
FRMI vs CPB
-28.5%
-55.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.4% | +8.7% | +4.3% |
| 7D | +2.4% | -8.6% | +11.0% | -0.2% |
| 30D | -17.3% | -7.2% | -10.0% | -19.0% |
| 3M | -17.2% | +0.9% | -18.0% | -16.7% |
| 6M | -43.4% | -11.8% | -31.6% | -46.9% |
| YTD | -36.0% | -19.4% | -16.6% | -41.3% |
| All | -84.3% | -28.5% | -55.8% | -86.5% |
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