-31.6%
CRCL vs CMG
+12.0%
-43.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | +0.7% |
| 7D | -6.8% | +22.5% | -29.4% | -8.5% |
| 30D | -8.6% | +14.1% | -22.7% | -9.5% |
| 3M | +20.3% | +4.1% | +16.3% | +21.1% |
| 6M | -36.3% | +10.1% | -46.4% | -37.6% |
| YTD | -4.0% | -4.9% | +0.9% | +3.7% |
| 1Y | -31.6% | +10.9% | -42.5% | -29.4% |
| All | -31.6% | +12.0% | -43.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling