+8.9%
CRCL vs SPG
+35.9%
-27.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -11.2% | -1.2% | -10.1% | -10.9% |
| 30D | +27.1% | -6.1% | +33.2% | +29.4% |
| 3M | +9.6% | -3.6% | +13.3% | +10.0% |
| 6M | -19.7% | +10.4% | -30.1% | -27.5% |
| YTD | +14.2% | +14.4% | -0.1% | +1.1% |
| 1Y | -32.2% | +16.5% | -48.8% | -41.1% |
| All | +8.9% | +35.9% | -27.1% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling