-84.3%
FRMI vs CRL
+84.9%
-169.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.2% |
| 7D | +2.4% | -1.0% | +3.4% | +2.2% |
| 30D | -17.3% | +10.7% | -27.9% | -16.0% |
| 3M | -17.2% | +55.3% | -72.4% | -10.8% |
| 6M | -43.4% | +60.7% | -104.0% | -39.0% |
| YTD | -36.0% | +44.6% | -80.6% | -33.7% |
| All | -84.3% | +84.9% | -169.1% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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