-25.3%
CRCL vs TPR
+73.8%
-99.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -8.4% | -0.3% | -8.1% | -8.3% |
| 30D | -21.8% | +15.1% | -36.9% | -26.5% |
| 3M | -17.5% | +3.5% | -21.0% | -19.4% |
| 6M | -50.9% | +0.4% | -51.3% | -53.3% |
| YTD | -21.6% | +4.6% | -26.2% | -28.9% |
| 1Y | -24.5% | +33.1% | -57.6% | -44.4% |
| All | -25.3% | +73.8% | -99.1% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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