+8.9%
CRCL vs M
+103.6%
-94.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.2% |
| 7D | -11.2% | -4.2% | -7.0% | -11.2% |
| 30D | +27.1% | -7.2% | +34.3% | +27.1% |
| 3M | +9.6% | -11.1% | +20.8% | +9.6% |
| 6M | -19.7% | +28.8% | -48.5% | -18.7% |
| YTD | +14.2% | +2.0% | +12.2% | +16.7% |
| 1Y | -32.2% | +31.3% | -63.5% | -31.5% |
| All | +8.9% | +103.6% | -94.8% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling