-31.6%
CRCL vs COR
+5.5%
-37.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +2.7% |
| 7D | -6.8% | +9.1% | -16.0% | -3.6% |
| 30D | -8.6% | +12.4% | -21.0% | -4.2% |
| 3M | +20.3% | +15.8% | +4.5% | +28.6% |
| 6M | -36.3% | +17.1% | -53.4% | -29.9% |
| YTD | -4.0% | +5.4% | -9.4% | +6.5% |
| 1Y | -31.6% | +3.5% | -35.1% | -25.9% |
| All | -31.6% | +5.5% | -37.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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