-31.6%
CRCL vs FITB
+36.9%
-68.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -6.8% | +2.3% | -9.2% | -7.4% |
| 30D | -8.6% | +7.7% | -16.3% | -10.4% |
| 3M | +20.3% | -4.5% | +24.8% | +20.4% |
| 6M | -36.3% | +12.5% | -48.8% | -39.4% |
| YTD | -4.0% | +19.8% | -23.8% | -16.2% |
| 1Y | -31.6% | +34.1% | -65.7% | -51.2% |
| All | -31.6% | +36.9% | -68.5% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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