-21.9%
CRCL vs SW
+8.0%
-29.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.9% |
| 7D | -13.6% | +2.2% | -15.8% | -14.0% |
| 30D | -23.1% | +7.4% | -30.5% | -24.5% |
| 3M | -3.1% | -5.9% | +2.8% | -1.8% |
| 6M | -42.8% | +9.0% | -51.8% | -44.1% |
| YTD | -18.1% | +18.1% | -36.2% | -22.8% |
| 1Y | -37.6% | +28.7% | -66.2% | -43.2% |
| All | -21.9% | +8.0% | -29.9% | -16.3% |
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