+15.6%
CRCL vs CNH
+9.8%
+5.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.6% | -0.2% | -5.0% |
| 7D | +7.5% | +8.8% | -1.3% | +6.6% |
| 30D | +44.3% | +24.7% | +19.6% | +40.0% |
| 3M | +16.5% | +27.3% | -10.8% | +13.3% |
| 6M | -5.6% | +23.2% | -28.8% | -7.2% |
| YTD | +21.3% | +48.9% | -27.6% | +1.0% |
| 1Y | -14.5% | +19.4% | -33.9% | -15.8% |
| All | +15.6% | +9.8% | +5.8% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling