+8.9%
CRCL vs FTV
+1.0%
+7.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -11.2% | -4.0% | -7.3% | -10.0% |
| 30D | +27.1% | -11.0% | +38.1% | +31.8% |
| 3M | +9.6% | -8.4% | +18.1% | +12.6% |
| 6M | -19.7% | -2.6% | -17.1% | -20.2% |
| YTD | +14.2% | -0.6% | +14.9% | +13.3% |
| 1Y | -32.2% | +11.0% | -43.2% | -38.2% |
| All | +8.9% | +1.0% | +7.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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