+8.9%
CRCL vs FANG
+50.7%
-41.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -11.2% | +2.9% | -14.1% | -11.3% |
| 30D | +27.1% | +2.6% | +24.5% | +27.0% |
| 3M | +9.6% | +7.6% | +2.1% | +9.1% |
| 6M | -19.7% | +17.3% | -37.0% | -19.7% |
| YTD | +14.2% | +38.7% | -24.4% | +12.3% |
| 1Y | -32.2% | +51.6% | -83.9% | -32.4% |
| All | +8.9% | +50.7% | -41.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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