+8.9%
CRCL vs FITB
+48.3%
-39.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | +27.1% | -5.7% | +32.8% | +30.2% |
| 3M | +9.6% | +3.2% | +6.5% | +6.4% |
| 6M | -19.7% | +23.4% | -43.1% | -33.6% |
| YTD | +14.2% | +18.8% | -4.5% | -3.8% |
| 1Y | -32.2% | +25.0% | -57.2% | -46.1% |
| All | +8.9% | +48.3% | -39.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling