+22.6%
CRCL vs M
+112.6%
-89.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.1% |
| 7D | +17.1% | +4.7% | +12.4% | +17.1% |
| 30D | +61.3% | -9.6% | +70.9% | +61.4% |
| 3M | +12.7% | +0.9% | +11.9% | +12.8% |
| 6M | -3.1% | +22.3% | -25.3% | -1.8% |
| YTD | +28.7% | +6.5% | +22.2% | +31.4% |
| 1Y | -13.1% | +38.8% | -51.9% | -12.1% |
| All | +22.6% | +112.6% | -89.9% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling