+8.9%
CRCL vs ROK
+35.8%
-26.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | -11.2% | -1.2% | -10.0% | -10.8% |
| 30D | +27.1% | -4.8% | +31.9% | +29.5% |
| 3M | +9.6% | -6.1% | +15.7% | +11.0% |
| 6M | -19.7% | +15.5% | -35.2% | -27.0% |
| YTD | +14.2% | +11.2% | +3.1% | +4.6% |
| 1Y | -32.2% | +23.8% | -56.1% | -42.5% |
| All | +8.9% | +35.8% | -26.9% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling