+8.5%
CRCL vs MKC
-27.4%
+35.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -3.0% |
| 7D | -12.5% | -2.8% | -9.7% | -13.1% |
| 30D | +26.9% | -3.4% | +30.3% | +25.8% |
| 3M | +14.4% | +3.8% | +10.7% | +15.3% |
| 6M | -23.5% | -17.9% | -5.6% | -25.1% |
| YTD | +13.9% | -23.6% | +37.5% | +10.3% |
| 1Y | -20.6% | -23.1% | +2.5% | -22.1% |
| All | +8.5% | -27.4% | +35.9% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling