-83.4%
FRMI vs CRL
+74.9%
-158.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.8% |
| 7D | +10.9% | -6.9% | +17.8% | +10.0% |
| 30D | -24.3% | -3.2% | -21.1% | -24.6% |
| 3M | -21.8% | +46.5% | -68.3% | -16.3% |
| 6M | -33.0% | +63.1% | -96.2% | -27.7% |
| YTD | -32.6% | +36.9% | -69.5% | -30.6% |
| All | -83.4% | +74.9% | -158.4% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling