-31.6%
CRCL vs SMR
-87.0%
+55.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +3.1% |
| 7D | -6.8% | -9.5% | +2.7% | -2.9% |
| 30D | -8.6% | -33.2% | +24.6% | +7.8% |
| 3M | +20.3% | -45.9% | +66.3% | +51.0% |
| 6M | -36.3% | -57.9% | +21.6% | -12.4% |
| YTD | -4.0% | -63.8% | +59.8% | +33.7% |
| 1Y | -31.6% | -85.6% | +54.0% | +62.1% |
| All | -31.6% | -87.0% | +55.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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