-31.6%
CRCL vs ROK
+25.3%
-56.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -6.8% | 0.0% | -6.9% | -6.7% |
| 30D | -8.6% | -2.5% | -6.1% | -7.9% |
| 3M | +20.3% | 0.0% | +20.3% | +20.3% |
| 6M | -36.3% | +11.6% | -47.9% | -38.3% |
| YTD | -4.0% | +15.2% | -19.2% | -11.3% |
| 1Y | -31.6% | +25.0% | -56.6% | -40.1% |
| All | -31.6% | +25.3% | -56.9% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling