+8.5%
CRCL vs MOD
+96.4%
-87.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.4% |
| 7D | -12.5% | -3.9% | -8.6% | -12.0% |
| 30D | +26.9% | -9.6% | +36.5% | +28.5% |
| 3M | +14.4% | -30.6% | +45.0% | +17.8% |
| 6M | -23.5% | -10.9% | -12.6% | -22.3% |
| YTD | +13.9% | +34.3% | -20.4% | +9.3% |
| 1Y | -20.6% | +18.3% | -38.9% | -21.4% |
| All | +8.5% | +96.4% | -87.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling