-23.3%
CRCL vs FIVE
+87.4%
-110.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.4% |
| 7D | -8.1% | +2.4% | -10.6% | -9.0% |
| 30D | -24.3% | +15.8% | -40.1% | -28.0% |
| 3M | -10.5% | +3.8% | -14.2% | -11.7% |
| 6M | -48.4% | +18.5% | -66.9% | -51.7% |
| YTD | -19.5% | +31.2% | -50.7% | -29.4% |
| 1Y | -26.0% | +61.8% | -87.9% | -42.7% |
| All | -23.3% | +87.4% | -110.7% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling