+8.9%
CRCL vs FFIV
+40.1%
-31.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -2.0% |
| 7D | -11.2% | +5.4% | -16.7% | -14.6% |
| 30D | +27.1% | -2.7% | +29.8% | +29.5% |
| 3M | +9.6% | +4.5% | +5.1% | +5.4% |
| 6M | -19.7% | +42.2% | -61.9% | -39.7% |
| YTD | +14.2% | +61.3% | -47.0% | -21.8% |
| 1Y | -32.2% | +23.0% | -55.3% | -44.0% |
| All | +8.9% | +40.1% | -31.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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