+8.9%
CRCL vs GAP
+5.6%
+3.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.4% |
| 7D | -11.2% | -4.1% | -7.1% | -11.3% |
| 30D | +27.1% | +6.2% | +20.9% | +27.0% |
| 3M | +9.6% | -0.7% | +10.3% | +9.7% |
| 6M | -19.7% | -7.1% | -12.6% | -21.2% |
| YTD | +14.2% | -14.1% | +28.3% | +13.7% |
| 1Y | -32.2% | -8.5% | -23.7% | -36.1% |
| All | +8.9% | +5.6% | +3.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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