+8.5%
CRCL vs CFG
+79.9%
-71.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.1% |
| 7D | -12.5% | -1.7% | -10.8% | -11.7% |
| 30D | +26.9% | -4.6% | +31.5% | +29.8% |
| 3M | +14.4% | +7.9% | +6.5% | +6.8% |
| 6M | -23.5% | +19.9% | -43.4% | -36.2% |
| YTD | +13.9% | +21.7% | -7.8% | -7.5% |
| 1Y | -20.6% | +38.4% | -59.0% | -44.5% |
| All | +8.5% | +79.9% | -71.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling