+8.5%
CRCL vs ADP
-15.6%
+24.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | -12.5% | -5.7% | -6.8% | -9.8% |
| 30D | +26.9% | -1.4% | +28.3% | +28.2% |
| 3M | +14.4% | +16.6% | -2.1% | +3.1% |
| 6M | -23.5% | +24.9% | -48.5% | -34.8% |
| YTD | +13.9% | +5.6% | +8.3% | +14.5% |
| 1Y | -20.6% | -6.0% | -14.5% | -1.6% |
| All | +8.5% | -15.6% | +24.1% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling