-25.3%
CRCL vs FIVE
+87.0%
-112.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -8.4% | +2.7% | -11.0% | -9.2% |
| 30D | -21.8% | +12.7% | -34.5% | -24.9% |
| 3M | -17.5% | +2.1% | -19.5% | -18.2% |
| 6M | -50.9% | +17.5% | -68.3% | -53.8% |
| YTD | -21.6% | +31.0% | -52.5% | -31.2% |
| 1Y | -24.5% | +67.7% | -92.2% | -42.7% |
| All | -25.3% | +87.0% | -112.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling