+12.4%
CRDO vs FRMI
-78.1%
+90.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | -4.5% | +7.4% | -11.9% | -5.7% |
| 30D | -39.2% | -27.6% | -11.6% | -36.1% |
| 3M | -38.5% | -20.9% | -17.6% | -37.2% |
| 6M | +40.6% | -36.6% | +77.2% | +45.2% |
| YTD | +13.2% | -31.3% | +44.5% | +14.2% |
| All | +12.4% | -78.1% | +90.6% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling