-92.0%
FRMI vs CPB
-22.8%
-69.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +3.2% | +23.5% | +27.9% |
| 7D | +66.2% | -1.6% | +67.8% | +64.6% |
| 30D | -17.4% | +19.2% | -36.6% | -11.7% |
| 3M | -60.5% | -0.9% | -59.5% | -59.8% |
| 6M | -56.5% | +15.2% | -71.7% | -53.7% |
| YTD | -67.4% | -13.1% | -54.3% | -68.8% |
| 1Y | -85.1% | -22.4% | -62.7% | -87.0% |
| All | -92.0% | -22.8% | -69.1% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling