+8.9%
CRCL vs FTI
+139.7%
-130.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -11.2% | -4.4% | -6.8% | -11.2% |
| 30D | +27.1% | +1.5% | +25.6% | +27.2% |
| 3M | +9.6% | +8.2% | +1.4% | +10.0% |
| 6M | -19.7% | +18.8% | -38.5% | -19.3% |
| YTD | +14.2% | +71.7% | -57.4% | +24.1% |
| 1Y | -32.2% | +90.0% | -122.3% | -24.3% |
| All | +8.9% | +139.7% | -130.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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