-5.8%
META vs CRCL
-9.9%
+4.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.1% |
| 7D | +5.2% | -8.4% | +13.5% | +5.7% |
| 30D | -13.0% | -21.8% | +8.8% | -11.7% |
| 3M | +7.9% | -17.5% | +25.4% | +8.9% |
| 6M | +4.2% | -50.9% | +55.1% | +7.7% |
| YTD | -2.5% | -21.6% | +19.0% | -2.4% |
| 1Y | +5.6% | -24.5% | +30.0% | +5.6% |
| All | -5.8% | -9.9% | +4.0% | -2.8% |
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