-19.4%
CRCL vs F
+28.9%
-48.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | -11.8% | -2.1% | -9.7% | -10.9% |
| 30D | -20.0% | +3.3% | -23.3% | -21.2% |
| 3M | -5.7% | -11.3% | +5.6% | -0.6% |
| 6M | -49.1% | +5.3% | -54.4% | -48.9% |
| YTD | -15.4% | -2.2% | -13.1% | -13.8% |
| 1Y | -31.7% | -3.5% | -28.2% | -29.7% |
| All | -19.4% | +28.9% | -48.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling