-13.1%
CRCL vs FICO
-39.1%
+25.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.5% | +5.1% |
| 7D | +17.1% | -19.2% | +36.3% | +26.1% |
| 30D | +61.3% | -14.6% | +75.9% | +69.9% |
| 3M | +12.7% | -20.1% | +32.8% | +17.1% |
| 6M | -3.1% | -36.3% | +33.3% | +13.7% |
| YTD | +28.7% | -44.9% | +73.5% | +61.1% |
| 1Y | -13.1% | -38.6% | +25.5% | -4.4% |
| All | -13.1% | -39.1% | +25.9% | -4.4% |
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