+8.9%
CRCL vs AME
+36.9%
-28.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -2.9% | -0.4% |
| 7D | -11.2% | +1.7% | -13.0% | -11.6% |
| 30D | +27.1% | -6.4% | +33.5% | +29.0% |
| 3M | +9.6% | +7.1% | +2.6% | +7.7% |
| 6M | -19.7% | +8.2% | -27.9% | -21.3% |
| YTD | +14.2% | +18.2% | -3.9% | +4.1% |
| 1Y | -32.2% | +26.7% | -59.0% | -39.7% |
| All | +8.9% | +36.9% | -28.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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