-31.6%
CRCL vs NTRS
+43.5%
-75.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | -0.4% |
| 7D | -6.8% | +3.6% | -10.4% | -8.4% |
| 30D | -8.6% | +4.3% | -12.9% | -10.5% |
| 3M | +20.3% | -1.9% | +22.3% | +20.0% |
| 6M | -36.3% | +11.4% | -47.8% | -39.1% |
| YTD | -4.0% | +32.3% | -36.3% | -22.6% |
| 1Y | -31.6% | +42.5% | -74.1% | -49.5% |
| All | -31.6% | +43.5% | -75.0% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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