-95.2%
FRMI vs CVE
+64.8%
-159.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -39.8% | -16.1% | -23.7% | -38.4% |
| 30D | -60.5% | -10.4% | -50.1% | -59.5% |
| 3M | -74.6% | -2.4% | -72.3% | -74.3% |
| 6M | -71.8% | -4.4% | -67.3% | -71.2% |
| YTD | -80.4% | +64.9% | -145.3% | -82.2% |
| 1Y | -93.9% | +66.0% | -159.9% | -94.1% |
| All | -95.2% | +64.8% | -159.9% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling