+11.7%
CRCL vs SAP
-31.6%
+43.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | +4.9% | -0.3% | +5.2% | +5.3% |
| 30D | +38.7% | +0.3% | +38.4% | +39.2% |
| 3M | +14.7% | +16.9% | -2.2% | +9.5% |
| 6M | -16.9% | +6.3% | -23.2% | -16.9% |
| YTD | +17.3% | -12.4% | +29.7% | +25.8% |
| 1Y | -21.2% | -21.6% | +0.4% | -13.6% |
| All | +11.7% | -31.6% | +43.4% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling