-16.9%
CRCL vs AA
-11.8%
-5.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.7% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +38.7% | -1.6% | +40.2% | +39.1% |
| 3M | +14.7% | -29.8% | +44.5% | +20.5% |
| 6M | -16.9% | -16.6% | -0.2% | -12.1% |
| All | -16.9% | -11.8% | -5.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 6mo: compounded portfolio wealth divided by compounded AA 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…
6mo analysis · Full analysis span regression · 6 months rolling