-13.1%
CRCL vs ROK
+29.3%
-42.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | +17.1% | +0.7% | +16.4% | +16.7% |
| 30D | +61.3% | -3.3% | +64.6% | +63.4% |
| 3M | +12.7% | -5.9% | +18.6% | +14.2% |
| 6M | -3.1% | +13.9% | -16.9% | -12.0% |
| YTD | +28.7% | +12.6% | +16.1% | +12.3% |
| 1Y | -13.1% | +28.6% | -41.7% | -41.4% |
| All | -13.1% | +29.3% | -42.5% | -41.4% |
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