-13.1%
CRCL vs ADP
-4.5%
-8.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.4% |
| 7D | +17.1% | -3.4% | +20.5% | +18.5% |
| 30D | +61.3% | +2.8% | +58.5% | +60.0% |
| 3M | +12.7% | +20.9% | -8.2% | +3.2% |
| 6M | -3.1% | +29.9% | -32.9% | -15.5% |
| YTD | +28.7% | +9.6% | +19.0% | +22.8% |
| 1Y | -13.1% | -5.3% | -7.9% | +8.8% |
| All | -13.1% | -4.5% | -8.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling