+8.5%
CRCL vs CP
+7.9%
+0.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | -12.5% | -2.7% | -9.8% | -11.8% |
| 30D | +26.9% | -3.4% | +30.3% | +28.2% |
| 3M | +14.4% | -0.6% | +15.1% | +14.2% |
| 6M | -23.5% | +6.3% | -29.8% | -27.2% |
| YTD | +13.9% | +21.2% | -7.3% | -1.9% |
| 1Y | -20.6% | +20.0% | -40.6% | -30.7% |
| All | +8.5% | +7.9% | +0.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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