+8.5%
CRCL vs KMX
-8.2%
+16.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -12.5% | -3.4% | -9.1% | -11.6% |
| 30D | +26.9% | +4.0% | +22.9% | +25.9% |
| 3M | +14.4% | +24.8% | -10.4% | +7.9% |
| 6M | -23.5% | +43.6% | -67.1% | -32.0% |
| YTD | +13.9% | +56.6% | -42.7% | -3.6% |
| 1Y | -20.6% | +2.2% | -22.8% | -17.7% |
| All | +8.5% | -8.2% | +16.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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