-13.1%
CRCL vs CMS
-1.9%
-11.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.2% |
| 7D | +17.1% | +0.4% | +16.7% | +17.2% |
| 30D | +61.3% | -3.6% | +64.9% | +58.6% |
| 3M | +12.7% | -1.9% | +14.6% | +12.6% |
| 6M | -3.1% | -11.0% | +7.9% | -5.7% |
| YTD | +28.7% | +0.2% | +28.5% | +26.1% |
| 1Y | -13.1% | -1.3% | -11.8% | -11.0% |
| All | -13.1% | -1.9% | -11.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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