-31.6%
CRCL vs ALM
+44.8%
-76.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -6.8% | -6.4% | -0.5% | -4.9% |
| 30D | -8.6% | -35.0% | +26.4% | +3.2% |
| 3M | +20.3% | -33.8% | +54.2% | +33.7% |
| 6M | -36.3% | -55.0% | +18.7% | -22.2% |
| YTD | -4.0% | -0.2% | -3.8% | +1.7% |
| 1Y | -31.6% | +41.8% | -73.4% | -33.6% |
| All | -31.6% | +44.8% | -76.4% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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