-21.9%
CRCL vs FN
+42.6%
-64.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +0.9% | -2.6% |
| 7D | -13.6% | -4.1% | -9.5% | -13.1% |
| 30D | -23.1% | -28.3% | +5.2% | -17.2% |
| 3M | -3.1% | -33.9% | +30.8% | +5.4% |
| 6M | -42.8% | -43.9% | +1.1% | -35.7% |
| YTD | -18.1% | -23.4% | +5.4% | -17.6% |
| 1Y | -37.6% | -25.4% | -12.2% | -37.0% |
| All | -21.9% | +42.6% | -64.6% | +15.9% |
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