-25.3%
CRCL vs FICO
-59.0%
+33.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -8.4% | +2.2% | -10.6% | -9.1% |
| 30D | -21.8% | +0.1% | -21.9% | -21.9% |
| 3M | -17.5% | -35.2% | +17.7% | -5.4% |
| 6M | -50.9% | -32.4% | -18.5% | -48.0% |
| YTD | -21.6% | -57.4% | +35.8% | +8.1% |
| 1Y | -24.5% | -58.5% | +34.1% | +5.5% |
| All | -25.3% | -59.0% | +33.8% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling