-25.3%
CRCL vs Z
-57.6%
+32.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -4.0% |
| 7D | -8.4% | +0.8% | -9.2% | -8.7% |
| 30D | -21.8% | +5.2% | -27.0% | -24.2% |
| 3M | -17.5% | -17.0% | -0.4% | -11.5% |
| 6M | -50.9% | -22.7% | -28.2% | -45.9% |
| YTD | -21.6% | -56.3% | +34.8% | +13.6% |
| 1Y | -24.5% | -57.7% | +33.2% | +12.5% |
| All | -25.3% | -57.6% | +32.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling