-21.9%
CRCL vs RF
+41.5%
-63.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.5% |
| 7D | -13.6% | +0.3% | -14.0% | -13.6% |
| 30D | -23.1% | +6.2% | -29.3% | -24.9% |
| 3M | -3.1% | -7.8% | +4.8% | -0.3% |
| 6M | -42.8% | +5.9% | -48.8% | -45.7% |
| YTD | -18.1% | +9.0% | -27.1% | -26.1% |
| 1Y | -37.6% | +19.3% | -56.8% | -48.4% |
| All | -21.9% | +41.5% | -63.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling