+8.9%
CRCL vs SPY
+29.7%
-20.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -2.1% |
| 7D | -11.2% | -0.8% | -10.5% | -9.1% |
| 30D | +27.1% | -1.1% | +28.2% | +31.8% |
| 3M | +9.6% | +3.9% | +5.8% | -1.0% |
| 6M | -19.7% | +13.6% | -33.3% | -43.1% |
| YTD | +14.2% | +12.7% | +1.6% | -15.5% |
| 1Y | -32.2% | +17.5% | -49.7% | -53.3% |
| All | +8.9% | +29.7% | -20.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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