-0.8%
MSFT vs CRCL
-13.3%
+12.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -2.7% | +17.1% | -19.8% | -4.2% |
| 30D | +2.7% | +61.3% | -58.6% | -2.2% |
| 3M | +17.0% | +12.7% | +4.2% | +14.5% |
| 6M | +23.8% | -3.1% | +26.9% | +21.2% |
| YTD | +4.0% | +28.7% | -24.7% | -2.6% |
| 1Y | -0.8% | -13.1% | +12.3% | -5.1% |
| All | -0.8% | -13.3% | +12.4% | -5.1% |
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