-16.5%
CRCL vs SW
+8.3%
-24.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -8.4% |
| 7D | -13.1% | +4.7% | -17.8% | -14.1% |
| 30D | -17.4% | +5.0% | -22.4% | -18.4% |
| 3M | +9.8% | -7.3% | +17.1% | +11.6% |
| 6M | -39.2% | +15.0% | -54.1% | -41.1% |
| YTD | -12.4% | +18.5% | -30.9% | -17.5% |
| 1Y | -38.5% | +27.1% | -65.7% | -43.8% |
| All | -16.5% | +8.3% | -24.8% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling