+8.9%
CRCL vs SFM
-57.4%
+66.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -11.2% | -10.6% | -0.6% | -9.6% |
| 30D | +27.1% | -15.5% | +42.6% | +30.2% |
| 3M | +9.6% | -17.4% | +27.1% | +12.6% |
| 6M | -19.7% | -3.4% | -16.3% | -21.5% |
| YTD | +14.2% | -8.7% | +22.9% | +13.7% |
| 1Y | -32.2% | -47.2% | +14.9% | +23.2% |
| All | +8.9% | -57.4% | +66.3% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling