+8.5%
CRCL vs SAP
-32.7%
+41.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.2% |
| 7D | -12.5% | -5.1% | -7.4% | -10.6% |
| 30D | +26.9% | -1.8% | +28.7% | +28.5% |
| 3M | +14.4% | +20.9% | -6.5% | +7.7% |
| 6M | -23.5% | +7.0% | -30.5% | -23.8% |
| YTD | +13.9% | -13.7% | +27.6% | +23.0% |
| 1Y | -20.6% | -19.6% | -1.0% | -11.2% |
| All | +8.5% | -32.7% | +41.2% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling