+22.6%
CRCL vs MOD
+113.3%
-90.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.7% |
| 7D | +17.1% | +9.6% | +7.5% | +15.9% |
| 30D | +61.3% | 0.0% | +61.2% | +61.2% |
| 3M | +12.7% | -35.4% | +48.1% | +16.4% |
| 6M | -3.1% | -7.3% | +4.2% | -2.5% |
| YTD | +28.7% | +45.8% | -17.1% | +22.2% |
| 1Y | -13.1% | +43.1% | -56.3% | -13.4% |
| All | +22.6% | +113.3% | -90.7% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling