+8.5%
CRCL vs FERG
+4.3%
+4.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.6% |
| 7D | -12.5% | -1.0% | -11.5% | -12.3% |
| 30D | +26.9% | -11.8% | +38.7% | +30.5% |
| 3M | +14.4% | -1.2% | +15.7% | +13.6% |
| 6M | -23.5% | -2.3% | -21.2% | -25.0% |
| YTD | +13.9% | +0.8% | +13.1% | +8.4% |
| 1Y | -20.6% | +0.5% | -21.0% | -22.5% |
| All | +8.5% | +4.3% | +4.2% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling