-13.1%
CRCL vs CNH
+29.2%
-42.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -1.4% |
| 7D | +17.1% | +23.3% | -6.2% | +15.7% |
| 30D | +61.3% | +33.5% | +27.8% | +57.8% |
| 3M | +12.7% | +32.7% | -20.0% | +10.8% |
| 6M | -3.1% | +22.2% | -25.2% | -2.0% |
| YTD | +28.7% | +57.7% | -29.0% | +6.2% |
| 1Y | -13.1% | +28.0% | -41.1% | +0.2% |
| All | -13.1% | +29.2% | -42.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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