+8.9%
CRCL vs MAR
+29.2%
-20.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.4% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | +27.1% | -5.4% | +32.5% | +29.8% |
| 3M | +9.6% | -15.5% | +25.1% | +17.2% |
| 6M | -19.7% | +3.0% | -22.6% | -23.2% |
| YTD | +14.2% | +8.5% | +5.7% | +4.9% |
| 1Y | -32.2% | +26.0% | -58.2% | -46.5% |
| All | +8.9% | +29.2% | -20.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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