+11.7%
CRCL vs FFIV
+37.7%
-26.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -6.0% |
| 7D | +4.9% | +3.5% | +1.4% | +2.3% |
| 30D | +38.7% | -1.3% | +40.0% | +39.9% |
| 3M | +14.7% | +2.4% | +12.3% | +12.0% |
| 6M | -16.9% | +41.8% | -58.7% | -37.6% |
| YTD | +17.3% | +58.5% | -41.3% | -18.7% |
| 1Y | -21.2% | +24.3% | -45.5% | -35.1% |
| All | +11.7% | +37.7% | -26.0% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling