+11.7%
CRCL vs FIX
+223.3%
-211.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.6% |
| 7D | +4.9% | +3.5% | +1.4% | +3.7% |
| 30D | +38.7% | -3.5% | +42.2% | +39.9% |
| 3M | +14.7% | -11.8% | +26.4% | +17.2% |
| 6M | -16.9% | +17.8% | -34.6% | -23.5% |
| YTD | +17.3% | +73.3% | -56.0% | -9.1% |
| 1Y | -21.2% | +128.1% | -149.3% | -42.2% |
| All | +11.7% | +223.3% | -211.5% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling