+8.5%
CRCL vs TPR
+52.1%
-43.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.7% |
| 7D | -12.5% | -5.1% | -7.4% | -10.5% |
| 30D | +26.9% | -27.6% | +54.5% | +45.2% |
| 3M | +14.4% | -17.5% | +31.9% | +20.2% |
| 6M | -23.5% | -21.3% | -2.2% | -18.2% |
| YTD | +13.9% | -8.5% | +22.4% | +9.7% |
| 1Y | -20.6% | +11.5% | -32.0% | -34.1% |
| All | +8.5% | +52.1% | -43.6% | -13.4% |
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