-31.6%
CRCL vs UMC
+112.5%
-144.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | -6.8% | -14.7% | +7.8% | -5.3% |
| 30D | -8.6% | -32.9% | +24.2% | -5.1% |
| 3M | +20.3% | -22.2% | +42.5% | +23.1% |
| 6M | -36.3% | +25.9% | -62.2% | -36.4% |
| YTD | -4.0% | +107.9% | -111.9% | -21.1% |
| 1Y | -31.6% | +115.0% | -146.6% | -47.0% |
| All | -31.6% | +112.5% | -144.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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