+15.6%
CRCL vs SM
+62.9%
-47.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -5.8% |
| 7D | +7.5% | -0.2% | +7.6% | +7.5% |
| 30D | +44.3% | +31.5% | +12.7% | +43.7% |
| 3M | +16.5% | +17.3% | -0.8% | +16.4% |
| 6M | -5.6% | +48.5% | -54.1% | -9.5% |
| YTD | +21.3% | +106.3% | -85.0% | +7.9% |
| 1Y | -14.5% | +47.3% | -61.8% | -22.0% |
| All | +15.6% | +62.9% | -47.3% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling