-29.8%
CRCL vs FRMI
-78.1%
+48.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | -11.2% | +7.4% | -18.6% | -12.9% |
| 30D | +27.1% | -27.6% | +54.7% | +35.6% |
| 3M | +9.6% | -20.9% | +30.5% | +12.0% |
| 6M | -19.7% | -36.6% | +16.9% | -16.5% |
| YTD | +14.2% | -31.3% | +45.5% | +17.8% |
| All | -29.8% | -78.1% | +48.3% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 5y: compounded portfolio wealth divided by compounded FRMI 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…
5y analysis · Full analysis span regression · 6 months rolling