+8.5%
CRCL vs Z
-55.5%
+64.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -1.7% |
| 7D | -12.5% | -11.6% | -0.9% | -7.7% |
| 30D | +26.9% | -8.5% | +35.4% | +31.7% |
| 3M | +14.4% | -7.9% | +22.3% | +17.1% |
| 6M | -23.5% | -29.1% | +5.6% | -12.4% |
| YTD | +13.9% | -54.2% | +68.1% | +63.2% |
| 1Y | -20.6% | -63.5% | +43.0% | +23.4% |
| All | +8.5% | -55.5% | +64.0% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling