+15.6%
CRCL vs FICO
-46.9%
+62.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +7.5% | -15.4% | +22.9% | +14.4% |
| 30D | +44.3% | -10.4% | +54.6% | +50.0% |
| 3M | +16.5% | -22.7% | +39.2% | +24.2% |
| 6M | -5.6% | -36.8% | +31.1% | +12.5% |
| YTD | +21.3% | -44.8% | +66.1% | +55.7% |
| 1Y | -14.5% | -39.3% | +24.8% | -0.4% |
| All | +15.6% | -46.9% | +62.5% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling