+8.5%
CRCL vs SPG
+35.8%
-27.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -12.5% | -2.2% | -10.3% | -11.9% |
| 30D | +26.9% | -5.8% | +32.7% | +29.1% |
| 3M | +14.4% | -2.8% | +17.2% | +14.3% |
| 6M | -23.5% | +8.9% | -32.4% | -30.2% |
| YTD | +13.9% | +14.3% | -0.4% | +0.8% |
| 1Y | -20.6% | +19.5% | -40.0% | -32.5% |
| All | +8.5% | +35.8% | -27.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling