-19.7%
CRCL vs CAH
+9.1%
-28.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.2% |
| 7D | -11.2% | -5.1% | -6.1% | -11.8% |
| 30D | +27.1% | +0.2% | +26.9% | +28.0% |
| 3M | +9.6% | +6.3% | +3.4% | +10.9% |
| 6M | -19.7% | +9.4% | -29.1% | -14.8% |
| All | -19.7% | +9.1% | -28.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 6mo: compounded portfolio wealth divided by compounded CAH 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…
6mo analysis · Full analysis span regression · 6 months rolling