-21.9%
CRCL vs COMP
+61.7%
-83.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.4% | +3.6% | -1.6% |
| 7D | -13.6% | +7.2% | -20.8% | -15.6% |
| 30D | -23.1% | +6.4% | -29.5% | -24.8% |
| 3M | -3.1% | -19.4% | +16.3% | +2.0% |
| 6M | -42.8% | +14.6% | -57.4% | -45.7% |
| YTD | -18.1% | -5.5% | -12.6% | -18.1% |
| 1Y | -37.6% | +13.7% | -51.2% | -39.3% |
| All | -21.9% | +61.7% | -83.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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