+8.9%
CRCL vs MKC
-27.1%
+35.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.4% |
| 7D | -11.2% | -1.5% | -9.8% | -11.5% |
| 30D | +27.1% | -3.1% | +30.2% | +26.0% |
| 3M | +9.6% | +5.2% | +4.5% | +10.8% |
| 6M | -19.7% | -12.8% | -6.9% | -20.6% |
| YTD | +14.2% | -23.3% | +37.5% | +10.7% |
| 1Y | -32.2% | -24.1% | -8.1% | -32.1% |
| All | +8.9% | -27.1% | +35.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling