-31.6%
CRCL vs FDS
+31.1%
-62.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.4% |
| 7D | -6.8% | +9.4% | -16.3% | -9.4% |
| 30D | -8.6% | +23.8% | -32.4% | -14.4% |
| 3M | +20.3% | +25.1% | -4.8% | +13.1% |
| 6M | -36.3% | +53.8% | -90.1% | -44.7% |
| YTD | -4.0% | +19.6% | -23.6% | -8.2% |
| 1Y | -31.6% | +31.6% | -63.2% | -39.4% |
| All | -31.6% | +31.1% | -62.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling