-31.6%
CRCL vs SNY
+2.7%
-34.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +1.6% |
| 7D | -6.8% | +12.4% | -19.2% | -6.0% |
| 30D | -8.6% | +20.1% | -28.8% | -7.7% |
| 3M | +20.3% | +11.2% | +9.1% | +21.6% |
| 6M | -36.3% | +9.5% | -45.8% | -36.2% |
| YTD | -4.0% | +3.4% | -7.4% | -4.3% |
| 1Y | -31.6% | +2.0% | -33.6% | -31.5% |
| All | -31.6% | +2.7% | -34.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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