+8.5%
CRCL vs PM
+9.4%
-0.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.3% |
| 7D | -12.5% | +1.9% | -14.4% | -12.8% |
| 30D | +26.9% | +1.9% | +25.0% | +26.0% |
| 3M | +14.4% | +4.6% | +9.8% | +12.0% |
| 6M | -23.5% | +11.7% | -35.2% | -28.0% |
| YTD | +13.9% | +20.4% | -6.5% | +5.1% |
| 1Y | -20.6% | +19.0% | -39.5% | -24.0% |
| All | +8.5% | +9.4% | -0.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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