+15.6%
CRCL vs ALM
+269.5%
-253.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.8% | -14.6% | -7.3% |
| 7D | +7.5% | +8.4% | -0.9% | +5.8% |
| 30D | +44.3% | +34.8% | +9.4% | +36.6% |
| 3M | +16.5% | +16.2% | +0.3% | +12.3% |
| 6M | -5.6% | +2.1% | -7.8% | -8.1% |
| YTD | +21.3% | +117.0% | -95.7% | +15.5% |
| 1Y | -14.5% | +313.9% | -328.3% | -16.0% |
| All | +15.6% | +269.5% | -253.9% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling