+11.7%
CRCL vs ALM
+254.2%
-242.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.6% |
| 7D | +4.9% | +3.6% | +1.3% | +4.1% |
| 30D | +38.7% | +33.8% | +4.9% | +31.5% |
| 3M | +14.7% | +14.8% | -0.1% | +10.9% |
| 6M | -16.9% | -7.0% | -9.9% | -18.1% |
| YTD | +17.3% | +108.1% | -90.8% | +12.5% |
| 1Y | -21.2% | +313.8% | -335.0% | -21.8% |
| All | +11.7% | +254.2% | -242.5% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling