-18.4%
CRCL vs PR
+73.2%
-91.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.4% |
| 7D | -6.4% | -16.4% | +10.0% | -5.9% |
| 30D | -16.0% | -1.9% | -14.1% | -16.3% |
| 3M | +7.3% | +8.0% | -0.7% | +6.7% |
| 6M | -44.3% | +4.1% | -48.4% | -44.3% |
| YTD | -14.4% | +58.7% | -73.1% | -17.5% |
| 1Y | -32.1% | +75.8% | -108.0% | -34.4% |
| All | -18.4% | +73.2% | -91.6% | -28.4% |
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