-25.3%
CRCL vs SNAP
-38.0%
+12.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | -8.4% | +6.0% | -14.4% | -10.5% |
| 30D | -21.8% | -13.8% | -8.0% | -17.1% |
| 3M | -17.5% | -0.8% | -16.7% | -17.2% |
| 6M | -50.9% | -6.2% | -44.6% | -50.2% |
| YTD | -21.6% | -34.8% | +13.3% | -13.9% |
| 1Y | -24.5% | -38.7% | +14.2% | -16.3% |
| All | -25.3% | -38.0% | +12.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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