-32.2%
CRCL vs ALM
+247.3%
-279.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +2.1% |
| 7D | -11.2% | -11.8% | +0.6% | -8.5% |
| 30D | +27.1% | +7.8% | +19.3% | +24.1% |
| 3M | +9.6% | -9.3% | +18.9% | +10.7% |
| 6M | -19.7% | -30.5% | +10.8% | -15.9% |
| YTD | +14.2% | +75.8% | -61.6% | +2.5% |
| 1Y | -32.2% | +241.2% | -273.4% | -45.2% |
| All | -32.2% | +247.3% | -279.5% | -45.2% |
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