+8.9%
CRCL vs ACM
-42.0%
+50.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -11.2% | -4.6% | -6.6% | -9.9% |
| 30D | +27.1% | +4.1% | +23.0% | +25.1% |
| 3M | +9.6% | -8.3% | +17.9% | +10.6% |
| 6M | -19.7% | -30.1% | +10.4% | -7.4% |
| YTD | +14.2% | -32.6% | +46.9% | +31.8% |
| 1Y | -32.2% | -49.6% | +17.3% | 0.0% |
| All | +8.9% | -42.0% | +50.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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