+11.7%
CRCL vs BAH
-27.3%
+39.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +4.9% | -1.3% | +6.2% | +5.2% |
| 30D | +38.7% | -6.6% | +45.3% | +40.3% |
| 3M | +14.7% | -7.2% | +21.8% | +15.8% |
| 6M | -16.9% | -10.0% | -6.9% | -15.5% |
| YTD | +17.3% | -12.5% | +29.7% | +20.3% |
| 1Y | -21.2% | -27.9% | +6.7% | -15.6% |
| All | +11.7% | -27.3% | +39.0% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling