+15.6%
CRCL vs SAN
+90.4%
-74.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.5% |
| 7D | +7.5% | +3.3% | +4.1% | +5.7% |
| 30D | +44.3% | +1.1% | +43.2% | +43.4% |
| 3M | +16.5% | +22.2% | -5.7% | +4.5% |
| 6M | -5.6% | +36.0% | -41.6% | -20.7% |
| YTD | +21.3% | +28.2% | -7.0% | +6.9% |
| 1Y | -14.5% | +54.1% | -68.6% | -30.6% |
| All | +15.6% | +90.4% | -74.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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