+11.7%
CRCL vs ACM
-41.6%
+53.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.4% |
| 7D | +4.9% | -3.7% | +8.6% | +6.2% |
| 30D | +38.7% | -12.7% | +51.3% | +43.4% |
| 3M | +14.7% | -9.8% | +24.5% | +16.6% |
| 6M | -16.9% | -31.4% | +14.5% | -3.1% |
| YTD | +17.3% | -32.1% | +49.3% | +35.0% |
| 1Y | -21.2% | -47.8% | +26.6% | +16.7% |
| All | +11.7% | -41.6% | +53.3% | +95.3% |
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