-19.4%
CRCL vs FN
+51.0%
-70.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.9% | -2.6% | +1.8% |
| 7D | -11.8% | +8.0% | -19.8% | -13.8% |
| 30D | -20.0% | -19.1% | -0.8% | -16.3% |
| 3M | -5.7% | -29.8% | +24.2% | +1.1% |
| 6M | -49.1% | -43.2% | -5.9% | -42.8% |
| YTD | -15.4% | -18.9% | +3.6% | -16.2% |
| 1Y | -31.7% | -17.9% | -13.9% | -32.6% |
| All | -19.4% | +51.0% | -70.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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