+9.0%
MSFT vs CRCL
-33.1%
+42.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.6% |
| 7D | +4.7% | -6.8% | +11.5% | +5.4% |
| 30D | +5.8% | -8.6% | +14.4% | +6.6% |
| 3M | +13.0% | +20.3% | -7.4% | +9.9% |
| 6M | +34.9% | -36.3% | +71.2% | +38.5% |
| YTD | +15.7% | -4.0% | +19.7% | +9.5% |
| 1Y | +9.0% | -31.6% | +40.5% | +4.0% |
| All | +9.0% | -33.1% | +42.1% | +4.0% |
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 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