-23.5%
CRCL vs FRMI
-33.0%
+9.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -2.4% |
| 7D | -12.5% | +10.9% | -23.4% | -14.5% |
| 30D | +26.9% | -24.3% | +51.2% | +32.4% |
| 3M | +14.4% | -21.8% | +36.2% | +16.8% |
| 6M | -23.5% | -33.0% | +9.5% | -28.2% |
| All | -23.5% | -33.0% | +9.4% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling