+15.6%
CRCL vs FDS
-32.1%
+47.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.3% | -1.5% | -4.8% |
| 7D | +7.5% | -5.4% | +12.9% | +8.9% |
| 30D | +44.3% | +1.6% | +42.7% | +44.3% |
| 3M | +16.5% | +17.7% | -1.2% | +11.9% |
| 6M | -5.6% | +29.1% | -34.7% | -12.5% |
| YTD | +21.3% | +1.0% | +20.3% | +18.6% |
| 1Y | -14.5% | -21.6% | +7.1% | -6.2% |
| All | +15.6% | -32.1% | +47.6% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling