-26.0%
CRCL vs FIX
+17.6%
-43.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.2% |
| 7D | -8.1% | +17.0% | -25.2% | -12.0% |
| 30D | -24.3% | -30.6% | +6.3% | -16.9% |
| 3M | -10.5% | -35.0% | +24.6% | -0.5% |
| 6M | -48.4% | -44.0% | -4.4% | -40.7% |
| YTD | -19.5% | +21.1% | -40.7% | -33.5% |
| 1Y | -26.0% | +16.3% | -42.3% | -37.5% |
| All | -26.0% | +17.6% | -43.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling