+8.5%
CRCL vs CMS
+0.8%
+7.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -3.1% |
| 7D | -12.5% | -1.3% | -11.2% | -12.9% |
| 30D | +26.9% | -2.8% | +29.7% | +25.6% |
| 3M | +14.4% | -7.1% | +21.6% | +12.5% |
| 6M | -23.5% | -10.0% | -13.5% | -25.1% |
| YTD | +13.9% | -0.9% | +14.8% | +11.3% |
| 1Y | -20.6% | -2.0% | -18.6% | -20.3% |
| All | +8.5% | +0.8% | +7.7% | +8.1% |
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