+8.5%
CRCL vs CPNG
-48.6%
+57.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -12.5% | -5.4% | -7.1% | -10.2% |
| 30D | +26.9% | -11.1% | +38.0% | +33.5% |
| 3M | +14.4% | -3.0% | +17.4% | +14.4% |
| 6M | -23.5% | -23.5% | 0.0% | -14.6% |
| YTD | +13.9% | -37.8% | +51.7% | +35.7% |
| 1Y | -20.6% | -54.3% | +33.8% | +8.8% |
| All | +8.5% | -48.6% | +57.1% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 all: compounded portfolio wealth divided by compounded CPNG 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…
all analysis · Full analysis span regression · 6 months rolling