+8.5%
CRCL vs FFIV
+35.6%
-27.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -1.8% |
| 7D | -12.5% | +1.6% | -14.1% | -13.6% |
| 30D | +26.9% | -3.7% | +30.7% | +30.4% |
| 3M | +14.4% | +2.0% | +12.5% | +12.0% |
| 6M | -23.5% | +39.3% | -62.8% | -41.9% |
| YTD | +13.9% | +56.1% | -42.2% | -20.2% |
| 1Y | -20.6% | +22.0% | -42.5% | -33.7% |
| All | +8.5% | +35.6% | -27.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling