+22.6%
CRCL vs SN
+98.1%
-75.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +17.1% | -9.3% | +26.4% | +19.1% |
| 30D | +61.3% | -4.8% | +66.1% | +63.0% |
| 3M | +12.7% | +40.4% | -27.7% | +7.2% |
| 6M | -3.1% | +50.9% | -54.0% | -9.5% |
| YTD | +28.7% | +54.9% | -26.3% | +18.8% |
| 1Y | -13.1% | +43.0% | -56.2% | -19.9% |
| All | +22.6% | +98.1% | -75.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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