-83.0%
FRMI vs CPB
-26.8%
-56.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.0% |
| 7D | +15.9% | -8.0% | +23.9% | +13.1% |
| 30D | -6.0% | -2.4% | -3.5% | -6.6% |
| 3M | -1.6% | +0.5% | -2.1% | -1.1% |
| 6M | -30.7% | -10.5% | -20.2% | -35.0% |
| YTD | -30.9% | -17.5% | -13.3% | -36.2% |
| All | -83.0% | -26.8% | -56.2% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling