+8.9%
CRCL vs CAG
-28.4%
+37.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | 0.0% |
| 7D | -11.2% | -5.7% | -5.5% | -13.4% |
| 30D | +27.1% | -2.4% | +29.5% | +25.6% |
| 3M | +9.6% | +9.8% | -0.1% | +15.4% |
| 6M | -19.7% | -10.8% | -8.8% | -24.3% |
| YTD | +14.2% | -10.8% | +25.1% | +4.9% |
| 1Y | -32.2% | -19.0% | -13.3% | -38.8% |
| All | +8.9% | -28.4% | +37.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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