-32.2%
CRCL vs CMG
-6.5%
-25.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -11.2% | -2.1% | -9.2% | -10.9% |
| 30D | +27.1% | +10.9% | +16.2% | +24.1% |
| 3M | +9.6% | +15.8% | -6.2% | +3.1% |
| 6M | -19.7% | +6.9% | -26.6% | -22.5% |
| YTD | +14.2% | -2.2% | +16.4% | +17.1% |
| 1Y | -32.2% | -7.1% | -25.2% | -28.3% |
| All | -32.2% | -6.5% | -25.8% | -28.3% |
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