-20.6%
CRCL vs CMS
-1.5%
-19.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -3.2% |
| 7D | -12.5% | -1.3% | -11.2% | -13.0% |
| 30D | +26.9% | -2.8% | +29.7% | +25.3% |
| 3M | +14.4% | -7.1% | +21.6% | +11.9% |
| 6M | -23.5% | -10.0% | -13.5% | -25.8% |
| YTD | +13.9% | -0.9% | +14.8% | +11.2% |
| 1Y | -20.6% | -2.0% | -18.6% | -18.0% |
| All | -20.6% | -1.5% | -19.0% | -18.0% |
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