+22.6%
CRCL vs FFIV
+32.9%
-10.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +17.1% | -1.0% | +18.1% | +18.3% |
| 30D | +61.3% | -5.1% | +66.3% | +67.2% |
| 3M | +12.7% | -4.5% | +17.2% | +16.2% |
| 6M | -3.1% | +36.5% | -39.5% | -25.2% |
| YTD | +28.7% | +53.0% | -24.3% | -8.4% |
| 1Y | -13.1% | +24.2% | -37.4% | -27.5% |
| All | +22.6% | +32.9% | -10.3% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling