-18.4%
CRCL vs FICO
-59.9%
+41.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | -16.0% | +3.3% | -19.4% | -17.4% |
| 3M | +7.3% | -31.7% | +39.0% | +20.2% |
| 6M | -44.3% | -34.0% | -10.3% | -41.0% |
| YTD | -14.4% | -58.3% | +43.9% | +18.8% |
| 1Y | -32.1% | -57.9% | +25.8% | -6.9% |
| All | -18.4% | -59.9% | +41.5% | +17.4% |
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 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