-83.0%
FRMI vs CRS
+88.3%
-171.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.1% |
| 7D | +15.9% | -0.5% | +16.5% | +15.9% |
| 30D | -6.0% | -18.1% | +12.1% | -1.6% |
| 3M | -1.6% | -12.4% | +10.8% | +2.5% |
| 6M | -30.7% | +15.9% | -46.6% | -32.6% |
| YTD | -30.9% | +45.8% | -76.7% | -34.2% |
| All | -83.0% | +88.3% | -171.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling