+11.7%
CRCL vs M
+98.4%
-86.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -3.3% |
| 7D | +4.9% | -4.1% | +9.0% | +5.0% |
| 30D | +38.7% | -13.6% | +52.3% | +38.8% |
| 3M | +14.7% | -2.3% | +16.9% | +15.0% |
| 6M | -16.9% | +21.9% | -38.8% | -15.7% |
| YTD | +17.3% | -0.6% | +17.9% | +19.8% |
| 1Y | -21.2% | +29.7% | -50.9% | -20.2% |
| All | +11.7% | +98.4% | -86.6% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling