+8.9%
CRCL vs NTAP
+96.1%
-87.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | -2.3% |
| 7D | -11.2% | +7.4% | -18.6% | -13.3% |
| 30D | +27.1% | -1.4% | +28.5% | +27.1% |
| 3M | +9.6% | +24.6% | -14.9% | +0.1% |
| 6M | -19.7% | +105.9% | -125.6% | -45.6% |
| YTD | +14.2% | +88.5% | -74.3% | -17.8% |
| 1Y | -32.2% | +62.1% | -94.3% | -46.5% |
| All | +8.9% | +96.1% | -87.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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