+8.9%
CRCL vs FLEX
+169.3%
-160.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.2% | -6.9% | -1.4% |
| 7D | -11.2% | +5.7% | -16.9% | -12.5% |
| 30D | +27.1% | -7.0% | +34.1% | +29.0% |
| 3M | +9.6% | -23.8% | +33.5% | +14.9% |
| 6M | -19.7% | +82.6% | -102.3% | -38.5% |
| YTD | +14.2% | +91.6% | -77.4% | -15.3% |
| 1Y | -32.2% | +100.6% | -132.8% | -50.6% |
| All | +8.9% | +169.3% | -160.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling