-13.1%
CRCL vs FERG
+0.8%
-14.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.5% | -1.8% |
| 7D | +17.1% | 0.0% | +17.1% | +17.1% |
| 30D | +61.3% | -10.2% | +71.4% | +65.6% |
| 3M | +12.7% | -0.6% | +13.3% | +11.7% |
| 6M | -3.1% | -6.5% | +3.5% | -2.1% |
| YTD | +28.7% | +4.2% | +24.5% | +18.7% |
| 1Y | -13.1% | -2.3% | -10.9% | -16.4% |
| All | -13.1% | +0.8% | -14.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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