+8.9%
CRCL vs CFG
+82.1%
-73.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | -11.2% | -0.4% | -10.8% | -11.0% |
| 30D | +27.1% | -4.6% | +31.7% | +30.1% |
| 3M | +9.6% | +6.7% | +3.0% | +3.4% |
| 6M | -19.7% | +22.1% | -41.8% | -33.9% |
| YTD | +14.2% | +23.2% | -8.9% | -7.8% |
| 1Y | -32.2% | +40.3% | -72.5% | -53.0% |
| All | +8.9% | +82.1% | -73.3% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling