-24.5%
CRCL vs MOD
-6.2%
-18.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +27.9% | -30.4% | -5.6% |
| 7D | -8.4% | +40.4% | -48.8% | -12.4% |
| 30D | -21.8% | -14.0% | -7.8% | -20.6% |
| 3M | -17.5% | -33.3% | +15.9% | -13.9% |
| 6M | -50.9% | -51.4% | +0.6% | -47.9% |
| YTD | -21.6% | +1.6% | -23.2% | -17.4% |
| 1Y | -24.5% | +5.4% | -29.8% | -21.5% |
| All | -24.5% | -6.2% | -18.3% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling