+8.9%
CRCL vs ROP
-30.9%
+39.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -11.2% | -4.6% | -6.6% | -10.4% |
| 30D | +27.1% | -1.7% | +28.8% | +28.0% |
| 3M | +9.6% | +17.1% | -7.4% | +6.2% |
| 6M | -19.7% | +10.9% | -30.5% | -20.2% |
| YTD | +14.2% | -12.1% | +26.3% | +17.5% |
| 1Y | -32.2% | -24.2% | -8.0% | -26.6% |
| All | +8.9% | -30.9% | +39.8% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling