+8.9%
CRCL vs SM
+64.3%
-55.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -11.2% | +4.6% | -15.8% | -11.3% |
| 30D | +27.1% | +18.2% | +8.9% | +26.7% |
| 3M | +9.6% | +22.5% | -12.9% | +9.3% |
| 6M | -19.7% | +50.6% | -70.2% | -23.0% |
| YTD | +14.2% | +108.1% | -93.9% | +1.7% |
| 1Y | -32.2% | +46.0% | -78.2% | -38.1% |
| All | +8.9% | +64.3% | -55.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling