-19.4%
CRCL vs SW
+7.2%
-26.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | -11.8% | -2.6% | -9.3% | -11.3% |
| 30D | -20.0% | +7.2% | -27.2% | -21.4% |
| 3M | -5.7% | -10.5% | +4.8% | -3.4% |
| 6M | -49.1% | +9.9% | -58.9% | -50.2% |
| YTD | -15.4% | +17.2% | -32.6% | -20.1% |
| 1Y | -31.7% | +26.5% | -58.2% | -37.6% |
| All | -19.4% | +7.2% | -26.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling