-21.9%
CRCL vs FAST
+37.7%
-59.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.7% |
| 7D | -13.6% | +4.8% | -18.4% | -12.9% |
| 30D | -23.1% | +8.6% | -31.7% | -22.0% |
| 3M | -3.1% | +5.7% | -8.8% | -2.8% |
| 6M | -42.8% | +25.5% | -68.3% | -39.9% |
| YTD | -18.1% | +39.6% | -57.7% | -20.6% |
| 1Y | -37.6% | +35.5% | -73.1% | -38.9% |
| All | -21.9% | +37.7% | -59.6% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling