-83.4%
FRMI vs CPB
-29.9%
-53.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -3.7% |
| 7D | +10.9% | -5.4% | +16.3% | +9.1% |
| 30D | -24.3% | -7.8% | -16.5% | -25.9% |
| 3M | -21.8% | -6.9% | -14.8% | -22.6% |
| 6M | -33.0% | -12.2% | -20.9% | -37.3% |
| YTD | -32.6% | -21.1% | -11.6% | -38.6% |
| All | -83.4% | -29.9% | -53.5% | -85.9% |
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