+8.9%
CRCL vs BG
+69.4%
-60.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.3% |
| 7D | -11.2% | +3.1% | -14.3% | -11.3% |
| 30D | +27.1% | +10.2% | +16.9% | +26.1% |
| 3M | +9.6% | -1.7% | +11.3% | +9.6% |
| 6M | -19.7% | +1.0% | -20.7% | -20.1% |
| YTD | +14.2% | +39.9% | -25.7% | +2.6% |
| 1Y | -32.2% | +53.2% | -85.5% | -40.4% |
| All | +8.9% | +69.4% | -60.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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