-23.5%
CRCL vs CMG
+3.2%
-26.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -2.8% |
| 7D | -12.5% | -3.8% | -8.7% | -13.1% |
| 30D | +26.9% | +12.9% | +14.0% | +29.0% |
| 3M | +14.4% | +18.8% | -4.3% | +17.8% |
| 6M | -23.5% | +4.1% | -27.6% | -19.8% |
| All | -23.5% | +3.2% | -26.7% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling