-6.3%
CRM vs CRCL
+31.3%
-37.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -4.4% | -11.2% | +6.8% | -3.6% |
| 30D | +28.1% | +27.1% | +1.0% | +25.9% |
| 3M | +48.8% | +9.6% | +39.2% | +47.1% |
| 6M | +28.3% | -19.7% | +47.9% | +28.2% |
| YTD | -6.0% | +14.2% | -20.3% | -9.2% |
| 1Y | +1.4% | -32.2% | +33.7% | -0.4% |
| All | -6.3% | +31.3% | -37.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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