+8.9%
CRCL vs FERG
+5.1%
+3.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -11.2% | -2.6% | -8.7% | -10.6% |
| 30D | +27.1% | -8.9% | +36.0% | +29.8% |
| 3M | +9.6% | -2.0% | +11.7% | +9.2% |
| 6M | -19.7% | -3.2% | -16.5% | -20.8% |
| YTD | +14.2% | +1.5% | +12.7% | +8.5% |
| 1Y | -32.2% | +0.5% | -32.7% | -34.1% |
| All | +8.9% | +5.1% | +3.8% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling