+22.6%
CRCL vs F
+52.0%
-29.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.8% |
| 7D | +17.1% | +5.3% | +11.8% | +14.6% |
| 30D | +61.3% | +4.6% | +56.7% | +58.0% |
| 3M | +12.7% | -3.7% | +16.4% | +14.0% |
| 6M | -3.1% | +16.8% | -19.9% | -7.4% |
| YTD | +28.7% | +15.3% | +13.4% | +21.9% |
| 1Y | -13.1% | +31.0% | -44.1% | -24.0% |
| All | +22.6% | +52.0% | -29.4% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling