+8.5%
CRCL vs SM
+64.7%
-56.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -12.5% | +2.1% | -14.6% | -12.5% |
| 30D | +26.9% | +18.1% | +8.8% | +26.5% |
| 3M | +14.4% | +17.0% | -2.6% | +14.5% |
| 6M | -23.5% | +55.4% | -78.9% | -27.1% |
| YTD | +13.9% | +108.6% | -94.7% | +1.3% |
| 1Y | -20.6% | +45.7% | -66.2% | -27.4% |
| All | +8.5% | +64.7% | -56.2% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling