+15.6%
CRCL vs SO
+3.8%
+11.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -5.2% |
| 7D | +7.5% | +1.0% | +6.5% | +8.1% |
| 30D | +44.3% | -3.2% | +47.5% | +41.6% |
| 3M | +16.5% | -1.7% | +18.2% | +15.5% |
| 6M | -5.6% | -7.2% | +1.6% | -9.0% |
| YTD | +21.3% | +4.6% | +16.7% | +22.2% |
| 1Y | -14.5% | +1.2% | -15.7% | -15.9% |
| All | +15.6% | +3.8% | +11.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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