-18.4%
CRCL vs COMP
+65.2%
-83.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.7% | -13.0% | -5.5% |
| 7D | -6.4% | +13.4% | -19.9% | -10.1% |
| 30D | -16.0% | +11.1% | -27.1% | -18.8% |
| 3M | +7.3% | -18.8% | +26.1% | +12.7% |
| 6M | -44.3% | +10.5% | -54.8% | -46.5% |
| YTD | -14.4% | -3.4% | -11.0% | -14.9% |
| 1Y | -32.1% | +19.7% | -51.8% | -34.7% |
| All | -18.4% | +65.2% | -83.7% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling