-19.4%
CRCL vs PR
+77.7%
-97.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +3.2% |
| 7D | -11.8% | -0.5% | -11.3% | -11.8% |
| 30D | -20.0% | -4.6% | -15.4% | -20.1% |
| 3M | -5.7% | +4.7% | -10.4% | -6.2% |
| 6M | -49.1% | +12.4% | -61.5% | -49.3% |
| YTD | -15.4% | +62.9% | -78.2% | -18.5% |
| 1Y | -31.7% | +70.6% | -102.3% | -34.2% |
| All | -19.4% | +77.7% | -97.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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