+8.5%
CRCL vs CNH
+9.0%
-0.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.5% |
| 7D | -12.5% | -2.5% | -10.0% | -12.2% |
| 30D | +26.9% | +27.0% | -0.1% | +23.0% |
| 3M | +14.4% | +32.6% | -18.2% | +10.7% |
| 6M | -23.5% | +23.6% | -47.1% | -25.0% |
| YTD | +13.9% | +47.8% | -33.9% | -5.1% |
| 1Y | -20.6% | +21.3% | -41.8% | -22.7% |
| All | +8.5% | +9.0% | -0.4% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling