+98.5%
GOOG vs CRCL
+31.3%
+67.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | 0.0% | -11.2% | +11.3% | +0.2% |
| 30D | -2.0% | +27.1% | -29.1% | -2.4% |
| 3M | -5.9% | +9.6% | -15.5% | -6.2% |
| 6M | +8.9% | -19.7% | +28.6% | +8.9% |
| YTD | +7.1% | +14.2% | -7.1% | +7.0% |
| 1Y | +39.7% | -32.2% | +71.9% | +39.4% |
| All | +98.5% | +31.3% | +67.2% | +105.4% |
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