+8.5%
CRCL vs ROK
+33.5%
-25.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.4% |
| 7D | -12.5% | -1.6% | -10.9% | -11.9% |
| 30D | +26.9% | -5.4% | +32.4% | +29.7% |
| 3M | +14.4% | -4.0% | +18.4% | +14.4% |
| 6M | -23.5% | +13.3% | -36.9% | -30.0% |
| YTD | +13.9% | +9.3% | +4.5% | +5.0% |
| 1Y | -20.6% | +25.8% | -46.4% | -33.2% |
| All | +8.5% | +33.5% | -25.0% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling