-93.7%
FRMI vs CVE
+73.4%
-167.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.7% | +12.1% | +13.5% |
| 7D | +34.6% | +4.6% | +30.0% | +33.6% |
| 30D | -44.6% | -12.0% | -32.6% | -43.8% |
| 3M | -72.9% | -3.8% | -69.1% | -72.6% |
| 6M | -62.3% | -2.7% | -59.6% | -61.7% |
| YTD | -74.3% | +73.6% | -147.8% | -76.8% |
| 1Y | -90.5% | +62.0% | -152.5% | -91.9% |
| All | -93.7% | +73.4% | -167.1% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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