+22.6%
CRCL vs FN
+66.7%
-44.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -2.0% |
| 7D | +17.1% | -1.7% | +18.8% | +17.7% |
| 30D | +61.3% | -22.0% | +83.3% | +70.9% |
| 3M | +12.7% | -43.0% | +55.7% | +30.3% |
| 6M | -3.1% | -27.7% | +24.7% | +2.4% |
| YTD | +28.7% | -10.5% | +39.2% | +26.5% |
| 1Y | -13.1% | +12.5% | -25.6% | -16.5% |
| All | +22.6% | +66.7% | -44.1% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling