+15.6%
CRCL vs SBAC
-15.6%
+31.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.7% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +44.3% | +3.2% | +41.0% | +43.8% |
| 3M | +16.5% | -5.1% | +21.6% | +16.7% |
| 6M | -5.6% | -2.1% | -3.5% | -5.8% |
| YTD | +21.3% | -0.5% | +21.8% | +18.9% |
| 1Y | -14.5% | +1.1% | -15.6% | -16.3% |
| All | +15.6% | -15.6% | +31.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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