-13.1%
CRCL vs NOC
-10.0%
-3.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | +17.1% | -5.2% | +22.3% | +17.8% |
| 30D | +61.3% | -7.2% | +68.5% | +61.5% |
| 3M | +12.7% | -5.1% | +17.8% | +13.0% |
| 6M | -3.1% | -31.1% | +28.0% | +7.5% |
| YTD | +28.7% | -8.6% | +37.3% | +16.6% |
| 1Y | -13.1% | -9.7% | -3.4% | -12.5% |
| All | -13.1% | -10.0% | -3.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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