+8.9%
CRCL vs SPYG
+32.8%
-23.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -1.4% |
| 7D | -11.2% | -0.9% | -10.3% | -9.5% |
| 30D | +27.1% | -1.5% | +28.6% | +31.9% |
| 3M | +9.6% | +3.7% | +5.9% | +2.1% |
| 6M | -19.7% | +16.4% | -36.1% | -40.5% |
| YTD | +14.2% | +13.3% | +0.9% | -9.6% |
| 1Y | -32.2% | +17.9% | -50.1% | -47.1% |
| All | +8.9% | +32.8% | -23.9% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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