-23.5%
CRCL vs UMC
+134.2%
-157.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.5% |
| 7D | -12.5% | +11.4% | -23.9% | -14.1% |
| 30D | +26.9% | +16.8% | +10.1% | +23.5% |
| 3M | +14.4% | +19.1% | -4.7% | +8.0% |
| 6M | -23.5% | +137.4% | -161.0% | -42.6% |
| All | -23.5% | +134.2% | -157.7% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling