-25.3%
CRCL vs CMS
+5.7%
-30.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -1.9% |
| 7D | -8.4% | +1.7% | -10.1% | -7.8% |
| 30D | -21.8% | +6.2% | -28.0% | -20.0% |
| 3M | -17.5% | +0.6% | -18.1% | -17.2% |
| 6M | -50.9% | -1.8% | -49.1% | -50.5% |
| YTD | -21.6% | +3.8% | -25.4% | -22.0% |
| 1Y | -24.5% | -1.8% | -22.7% | -23.2% |
| All | -25.3% | +5.7% | -30.9% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling