+11.7%
CRCL vs F
+39.9%
-28.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -1.5% |
| 7D | +4.9% | -4.9% | +9.8% | +7.5% |
| 30D | +38.7% | -2.9% | +41.6% | +40.6% |
| 3M | +14.7% | -9.1% | +23.7% | +19.1% |
| 6M | -16.9% | +12.9% | -29.8% | -19.6% |
| YTD | +17.3% | +6.1% | +11.2% | +15.4% |
| 1Y | -21.2% | +22.5% | -43.7% | -28.8% |
| All | +11.7% | +39.9% | -28.1% | -1.9% |
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