-31.6%
CRCL vs UMAC
+2.9%
-34.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.9% | +12.1% | +3.5% |
| 7D | -6.8% | -26.0% | +19.2% | -1.0% |
| 30D | -8.6% | -40.3% | +31.7% | +1.3% |
| 3M | +20.3% | -51.1% | +71.5% | +35.1% |
| 6M | -36.3% | -5.6% | -30.7% | -44.1% |
| YTD | -4.0% | +2.3% | -6.3% | -27.8% |
| 1Y | -31.6% | +7.9% | -39.4% | -50.4% |
| All | -31.6% | +2.9% | -34.5% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling