-83.0%
FRMI vs CRL
+78.4%
-161.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.3% |
| 7D | +15.9% | -4.6% | +20.5% | +15.3% |
| 30D | -6.0% | +0.5% | -6.4% | -5.9% |
| 3M | -1.6% | +46.6% | -48.2% | +5.3% |
| 6M | -30.7% | +57.3% | -88.0% | -25.6% |
| YTD | -30.9% | +39.5% | -70.4% | -28.7% |
| All | -83.0% | +78.4% | -161.4% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling