+22.6%
CRCL vs FICO
-47.0%
+69.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.5% | +5.8% |
| 7D | +17.1% | -19.2% | +36.3% | +27.1% |
| 30D | +61.3% | -14.6% | +75.9% | +70.9% |
| 3M | +12.7% | -20.1% | +32.8% | +18.0% |
| 6M | -3.1% | -36.3% | +33.3% | +14.9% |
| YTD | +28.7% | -44.9% | +73.5% | +65.2% |
| 1Y | -13.1% | -38.6% | +25.5% | +0.2% |
| All | +22.6% | -47.0% | +69.6% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling