-31.6%
CRCL vs SM
+70.4%
-102.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.3% | +16.5% | +0.1% |
| 7D | -6.8% | -21.5% | +14.6% | -8.2% |
| 30D | -8.6% | -11.4% | +2.8% | -9.4% |
| 3M | +20.3% | +0.6% | +19.7% | +20.0% |
| 6M | -36.3% | +0.2% | -36.6% | -36.4% |
| YTD | -4.0% | +69.7% | -73.7% | -19.4% |
| 1Y | -31.6% | +71.6% | -103.1% | -43.5% |
| All | -31.6% | +70.4% | -102.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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