+11.7%
CRCL vs PH
+43.5%
-31.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +38.7% | -10.3% | +49.0% | +38.7% |
| 3M | +14.7% | +5.1% | +9.6% | +13.3% |
| 6M | -16.9% | +2.3% | -19.1% | -17.5% |
| YTD | +17.3% | +8.7% | +8.6% | +13.4% |
| 1Y | -21.2% | +26.8% | -48.0% | -26.5% |
| All | +11.7% | +43.5% | -31.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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