+8.5%
CRCL vs HWM
+30.6%
-22.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.3% |
| 7D | -12.5% | -12.5% | 0.0% | -9.4% |
| 30D | +26.9% | -19.0% | +45.9% | +33.6% |
| 3M | +14.4% | -8.6% | +23.0% | +15.1% |
| 6M | -23.5% | -10.2% | -13.4% | -22.4% |
| YTD | +13.9% | +11.3% | +2.6% | +4.2% |
| 1Y | -20.6% | +24.3% | -44.8% | -28.3% |
| All | +8.5% | +30.6% | -22.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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