-4.1%
META vs CRCL
+34.8%
-38.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.3% | +9.9% | +6.7% |
| 7D | +10.3% | +4.9% | +5.4% | +9.9% |
| 30D | +9.9% | +38.7% | -28.8% | +7.6% |
| 3M | +11.9% | +14.7% | -2.7% | +10.5% |
| 6M | +1.2% | -16.9% | +18.0% | +0.9% |
| YTD | -0.8% | +17.3% | -18.1% | -2.9% |
| 1Y | -14.3% | -21.2% | +6.8% | -14.6% |
| All | -4.1% | +34.8% | -38.9% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling