-23.5%
CRCL vs MKC
-18.5%
-5.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -3.1% |
| 7D | -12.5% | -2.8% | -9.7% | -13.2% |
| 30D | +26.9% | -3.4% | +30.3% | +25.2% |
| 3M | +14.4% | +3.8% | +10.7% | +14.9% |
| 6M | -23.5% | -17.9% | -5.6% | -18.7% |
| All | -23.5% | -18.5% | -5.0% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling