-31.6%
CRCL vs FICO
-57.1%
+25.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.0% |
| 7D | -6.8% | +0.4% | -7.2% | -7.0% |
| 30D | -8.6% | +1.7% | -10.3% | -9.1% |
| 3M | +20.3% | -33.0% | +53.4% | +31.2% |
| 6M | -36.3% | -33.9% | -2.5% | -34.7% |
| YTD | -4.0% | -58.5% | +54.5% | +10.6% |
| 1Y | -31.6% | -56.4% | +24.8% | -21.0% |
| All | -31.6% | -57.1% | +25.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling