-18.8%
CRCL vs FN
+49.8%
-68.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.3% | -3.4% |
| 7D | -6.3% | +16.3% | -22.6% | -10.4% |
| 30D | -20.1% | -24.7% | +4.7% | -14.9% |
| 3M | +1.3% | -34.9% | +36.3% | +10.9% |
| 6M | -40.6% | -41.1% | +0.5% | -34.0% |
| YTD | -14.8% | -19.6% | +4.8% | -15.4% |
| 1Y | -34.5% | -18.5% | -16.0% | -35.2% |
| All | -18.8% | +49.8% | -68.6% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling