-20.6%
CRCL vs F
+26.4%
-47.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.1% | -4.3% |
| 7D | -12.5% | -3.7% | -8.8% | -11.0% |
| 30D | +26.9% | -0.7% | +27.6% | +27.3% |
| 3M | +14.4% | -1.9% | +16.3% | +15.0% |
| 6M | -23.5% | +16.1% | -39.6% | -26.7% |
| YTD | +13.9% | +9.5% | +4.4% | +10.3% |
| 1Y | -20.6% | +27.2% | -47.8% | -28.7% |
| All | -20.6% | +26.4% | -47.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling