+15.6%
CRCL vs FN
+70.4%
-54.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -7.9% | -6.4% |
| 7D | +7.5% | +3.5% | +3.9% | +6.4% |
| 30D | +44.3% | -26.0% | +70.2% | +55.3% |
| 3M | +16.5% | -33.3% | +49.8% | +27.8% |
| 6M | -5.6% | -14.9% | +9.3% | -5.7% |
| YTD | +21.3% | -8.6% | +29.8% | +18.5% |
| 1Y | -14.5% | +12.3% | -26.8% | -18.2% |
| All | +15.6% | +70.4% | -54.8% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling