+8.9%
CRCL vs FDS
-39.0%
+47.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -11.2% | -14.0% | +2.8% | -8.0% |
| 30D | +27.1% | -6.2% | +33.3% | +29.7% |
| 3M | +9.6% | +10.2% | -0.5% | +7.1% |
| 6M | -19.7% | +27.4% | -47.1% | -26.2% |
| YTD | +14.2% | -9.3% | +23.5% | +14.6% |
| 1Y | -32.2% | -28.6% | -3.6% | -24.1% |
| All | +8.9% | -39.0% | +47.8% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling