+22.6%
CRCL vs FIVE
+91.2%
-68.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.8% |
| 7D | +17.1% | +4.3% | +12.8% | +15.5% |
| 30D | +61.3% | +12.5% | +48.8% | +54.3% |
| 3M | +12.7% | +31.2% | -18.5% | +2.4% |
| 6M | -3.1% | +14.4% | -17.4% | -8.4% |
| YTD | +28.7% | +33.9% | -5.2% | +11.9% |
| 1Y | -13.1% | +65.1% | -78.2% | -33.3% |
| All | +22.6% | +91.2% | -68.6% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling