-21.8%
APP vs CRCL
+31.3%
-53.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | +1.1% | -11.2% | +12.3% | +2.5% |
| 30D | +6.6% | +27.1% | -20.5% | +2.9% |
| 3M | -32.3% | +9.6% | -42.0% | -33.9% |
| 6M | -29.8% | -19.7% | -10.1% | -30.1% |
| YTD | -51.9% | +14.2% | -66.2% | -54.8% |
| 1Y | -43.3% | -32.2% | -11.1% | -46.2% |
| All | -21.8% | +31.3% | -53.1% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 10y: compounded portfolio wealth divided by compounded CRCL 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…
10y analysis · Full analysis span regression · 6 months rolling