+11.7%
CRCL vs FIVE
+87.4%
-75.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.4% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | +38.7% | +5.0% | +33.7% | +35.9% |
| 3M | +14.7% | +29.5% | -14.8% | +4.6% |
| 6M | -16.9% | +12.4% | -29.3% | -21.1% |
| YTD | +17.3% | +31.2% | -13.9% | +2.6% |
| 1Y | -21.2% | +72.9% | -94.0% | -39.6% |
| All | +11.7% | +87.4% | -75.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling