-13.1%
CRCL vs NWSA
+5.5%
-18.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | +17.1% | -1.9% | +19.0% | +18.2% |
| 30D | +61.3% | +4.6% | +56.7% | +57.9% |
| 3M | +12.7% | +13.2% | -0.5% | +4.7% |
| 6M | -3.1% | +27.0% | -30.1% | -18.3% |
| YTD | +28.7% | +16.8% | +11.9% | +16.0% |
| 1Y | -13.1% | +4.5% | -17.7% | -11.1% |
| All | -13.1% | +5.5% | -18.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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