-32.2%
CRCL vs SAP
-19.0%
-13.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -11.2% | -4.1% | -7.2% | -9.3% |
| 30D | +27.1% | +1.1% | +26.0% | +27.4% |
| 3M | +9.6% | +26.1% | -16.5% | -0.6% |
| 6M | -19.7% | +9.8% | -29.5% | -21.0% |
| YTD | +14.2% | -13.6% | +27.8% | +31.1% |
| 1Y | -32.2% | -18.7% | -13.6% | -16.1% |
| All | -32.2% | -19.0% | -13.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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