-93.2%
FRMI vs CRS
-3.8%
-89.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.6% | -9.0% | -10.0% |
| 7D | -39.7% | +4.3% | -44.1% | -40.7% |
| 30D | -55.2% | -25.5% | -29.7% | -50.1% |
| 3M | -71.2% | -48.7% | -22.4% | -63.3% |
| 6M | -64.1% | -31.6% | -32.5% | -58.4% |
| YTD | -77.2% | -7.0% | -70.2% | -77.0% |
| 1Y | -93.2% | -4.5% | -88.7% | -93.3% |
| All | -93.2% | -3.8% | -89.4% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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