-25.3%
CRCL vs ACM
-35.3%
+10.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -8.4% | +5.6% | -14.0% | -10.0% |
| 30D | -21.8% | +20.8% | -42.6% | -26.4% |
| 3M | -17.5% | +11.4% | -28.9% | -20.6% |
| 6M | -50.9% | +0.9% | -51.8% | -52.0% |
| YTD | -21.6% | -24.8% | +3.3% | -12.6% |
| 1Y | -24.5% | -46.4% | +22.0% | +9.4% |
| All | -25.3% | -35.3% | +10.1% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling