-2.5%
IBM vs CRCL
-13.3%
+10.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.3% | +17.1% | -17.4% | -1.7% |
| 30D | +0.3% | +61.3% | -61.0% | -3.7% |
| 3M | -21.6% | +12.7% | -34.3% | -22.7% |
| 6M | -4.7% | -3.1% | -1.6% | -5.9% |
| YTD | -19.1% | +28.7% | -47.8% | -23.3% |
| 1Y | -2.5% | -13.1% | +10.6% | -3.6% |
| All | -2.5% | -13.3% | +10.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling