-31.6%
CRCL vs MTB
+27.0%
-58.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -6.8% | +2.0% | -8.9% | -7.3% |
| 30D | -8.6% | +2.9% | -11.5% | -9.3% |
| 3M | +20.3% | -10.7% | +31.0% | +21.5% |
| 6M | -36.3% | +6.3% | -42.7% | -38.2% |
| YTD | -4.0% | +13.8% | -17.8% | -14.8% |
| 1Y | -31.6% | +27.7% | -59.3% | -51.4% |
| All | -31.6% | +27.0% | -58.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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