-25.3%
CRCL vs CAPR
-23.8%
-1.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.9% | +4.4% | -2.4% |
| 7D | -8.4% | +5.9% | -14.3% | -8.5% |
| 30D | -21.8% | +44.6% | -66.4% | -22.5% |
| 3M | -17.5% | +126.4% | -143.9% | -19.4% |
| 6M | -50.9% | -68.6% | +17.7% | -50.3% |
| YTD | -21.6% | -67.0% | +45.4% | -20.9% |
| 1Y | -24.5% | +65.2% | -89.6% | -28.4% |
| All | -25.3% | -23.8% | -1.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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