+7.0%
MSFT vs CRCL
+31.3%
-24.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.8% | -11.2% | +10.4% | -0.1% |
| 30D | +0.8% | +27.1% | -26.3% | -0.8% |
| 3M | +27.2% | +9.6% | +17.6% | +25.7% |
| 6M | +22.9% | -19.7% | +42.6% | +22.6% |
| YTD | +3.1% | +14.2% | -11.1% | +0.3% |
| 1Y | -0.3% | -32.2% | +32.0% | -2.3% |
| All | +7.0% | +31.3% | -24.3% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling