+15.6%
CRCL vs F
+45.6%
-30.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.5% | -3.9% |
| 7D | +7.5% | +1.2% | +6.3% | +7.2% |
| 30D | +44.3% | +1.2% | +43.0% | +43.5% |
| 3M | +16.5% | -5.7% | +22.2% | +19.0% |
| 6M | -5.6% | +17.9% | -23.6% | -10.5% |
| YTD | +21.3% | +10.4% | +10.9% | +17.2% |
| 1Y | -14.5% | +25.3% | -39.8% | -23.6% |
| All | +15.6% | +45.6% | -30.0% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling