+6.7%
MSFT vs CRCL
+39.4%
-32.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | -0.8% |
| 7D | -1.4% | +7.5% | -8.9% | -1.9% |
| 30D | -1.0% | +44.3% | -45.3% | -3.4% |
| 3M | +20.2% | +16.5% | +3.7% | +18.3% |
| 6M | +21.3% | -5.6% | +26.9% | +19.9% |
| YTD | +2.8% | +21.3% | -18.5% | -0.4% |
| 1Y | 0.0% | -14.5% | +14.4% | -2.6% |
| All | +6.7% | +39.4% | -32.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling