+8.9%
CRCL vs UMC
+224.9%
-216.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.1% |
| 7D | -11.2% | +9.0% | -20.2% | -12.0% |
| 30D | +27.1% | +17.2% | +9.9% | +24.9% |
| 3M | +9.6% | +11.4% | -1.8% | +7.7% |
| 6M | -19.7% | +137.5% | -157.2% | -25.8% |
| YTD | +14.2% | +193.1% | -178.9% | -5.9% |
| 1Y | -32.2% | +240.3% | -272.5% | -45.2% |
| All | +8.9% | +224.9% | -216.0% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling