+8.9%
CRCL vs USAR
+41.8%
-33.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.9% |
| 7D | -11.2% | -11.6% | +0.4% | -9.0% |
| 30D | +27.1% | -15.5% | +42.6% | +31.0% |
| 3M | +9.6% | -31.0% | +40.7% | +16.7% |
| 6M | -19.7% | -26.2% | +6.5% | -17.3% |
| YTD | +14.2% | +30.8% | -16.5% | +3.9% |
| 1Y | -32.2% | +7.1% | -39.3% | -35.4% |
| All | +8.9% | +41.8% | -33.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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