-31.6%
CRCL vs BAH
+6.2%
-37.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -6.8% | +5.8% | -12.6% | -7.6% |
| 30D | -8.6% | +28.7% | -37.3% | -12.3% |
| 3M | +20.3% | +20.9% | -0.6% | +16.6% |
| 6M | -36.3% | +15.2% | -51.5% | -38.2% |
| YTD | -4.0% | +7.1% | -11.1% | -5.0% |
| 1Y | -31.6% | +6.4% | -38.0% | -35.4% |
| All | -31.6% | +6.2% | -37.8% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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