+11.7%
CRCL vs COMP
+72.8%
-61.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.1% |
| 7D | +4.9% | +0.8% | +4.1% | +4.9% |
| 30D | +38.7% | -13.9% | +52.6% | +44.0% |
| 3M | +14.7% | +30.7% | -16.1% | +5.7% |
| 6M | -16.9% | +18.7% | -35.5% | -21.4% |
| YTD | +17.3% | +1.0% | +16.2% | +15.7% |
| 1Y | -21.2% | +15.1% | -36.3% | -24.7% |
| All | +11.7% | +72.8% | -61.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling