-19.4%
CRCL vs FAST
+39.3%
-58.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.5% |
| 7D | -11.8% | +4.3% | -16.1% | -11.2% |
| 30D | -20.0% | +8.3% | -28.3% | -18.8% |
| 3M | -5.7% | +6.5% | -12.2% | -5.4% |
| 6M | -49.1% | +29.5% | -78.6% | -46.2% |
| YTD | -15.4% | +41.3% | -56.6% | -17.9% |
| 1Y | -31.7% | +37.4% | -69.1% | -33.1% |
| All | -19.4% | +39.3% | -58.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling