+6.3%
MSFT vs CRCL
+30.9%
-24.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.3% |
| 7D | -3.5% | -12.5% | +9.0% | -2.7% |
| 30D | -2.1% | +26.9% | -29.0% | -3.7% |
| 3M | +24.2% | +14.4% | +9.7% | +22.4% |
| 6M | +21.9% | -23.5% | +45.4% | +21.8% |
| YTD | +2.5% | +13.9% | -11.4% | -0.4% |
| 1Y | -0.8% | -20.6% | +19.8% | -3.0% |
| All | +6.3% | +30.9% | -24.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling