+8.9%
CRCL vs NOC
+7.4%
+1.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -11.2% | +0.8% | -12.0% | -11.3% |
| 30D | +27.1% | -9.7% | +36.8% | +28.2% |
| 3M | +9.6% | -5.6% | +15.3% | +10.2% |
| 6M | -19.7% | -28.6% | +8.9% | -13.6% |
| YTD | +14.2% | -7.9% | +22.1% | +9.9% |
| 1Y | -32.2% | -9.5% | -22.7% | -33.5% |
| All | +8.9% | +7.4% | +1.4% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling