-31.6%
CRCL vs ROP
+10.4%
-42.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +0.6% |
| 7D | -6.8% | +11.7% | -18.5% | -8.6% |
| 30D | -8.6% | +35.5% | -44.1% | -14.5% |
| 3M | +20.3% | +25.6% | -5.3% | +15.1% |
| 6M | -36.3% | +39.3% | -75.6% | -39.0% |
| YTD | -4.0% | +11.6% | -15.7% | -13.2% |
| 1Y | -31.6% | +10.6% | -42.2% | -38.3% |
| All | -31.6% | +10.4% | -42.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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