-83.1%
FRMI vs CRS
+82.1%
-165.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.2% | +2.3% |
| 7D | +7.4% | -6.8% | +14.2% | +9.1% |
| 30D | -27.6% | -16.1% | -11.5% | -24.6% |
| 3M | -20.9% | -21.2% | +0.3% | -15.6% |
| 6M | -36.6% | +8.7% | -45.3% | -37.6% |
| YTD | -31.3% | +41.0% | -72.2% | -34.1% |
| All | -83.1% | +82.1% | -165.1% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling