+15.6%
CRCL vs CFG
+80.9%
-65.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.6% | -5.2% |
| 7D | +7.5% | +2.7% | +4.8% | +6.2% |
| 30D | +44.3% | -3.7% | +48.0% | +46.7% |
| 3M | +16.5% | +9.5% | +7.1% | +7.7% |
| 6M | -5.6% | +22.2% | -27.9% | -22.6% |
| YTD | +21.3% | +22.3% | -1.0% | -1.7% |
| 1Y | -14.5% | +39.4% | -53.9% | -40.6% |
| All | +15.6% | +80.9% | -65.3% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling