-32.4%
CRCL vs CNH
+21.3%
-53.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.6% |
| 7D | -12.5% | -2.5% | -10.0% | -12.3% |
| 30D | +26.9% | +27.0% | -0.1% | +24.6% |
| 3M | +14.4% | +32.6% | -18.2% | +12.7% |
| 6M | -23.5% | +23.6% | -47.1% | -23.9% |
| YTD | +13.9% | +47.8% | -33.9% | -6.7% |
| All | -32.4% | +21.3% | -53.7% | -23.6% |
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