-31.6%
CRCL vs EME
-3.1%
-28.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.6% | +10.8% | +4.2% |
| 7D | -6.8% | -5.8% | -1.0% | -5.4% |
| 30D | -8.6% | -17.9% | +9.3% | -2.8% |
| 3M | +20.3% | -22.0% | +42.3% | +29.9% |
| 6M | -36.3% | -29.7% | -6.6% | -28.2% |
| YTD | -4.0% | +4.7% | -8.7% | -24.4% |
| 1Y | -31.6% | -2.1% | -29.5% | -39.9% |
| All | -31.6% | -3.1% | -28.5% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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