+29.6%
SPY vs CRCL
+30.9%
-1.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -2.0% | -12.5% | +10.5% | -1.5% |
| 30D | -1.7% | +26.9% | -28.6% | -2.6% |
| 3M | +4.7% | +14.4% | -9.7% | +3.9% |
| 6M | +12.5% | -23.5% | +36.0% | +12.6% |
| YTD | +11.7% | +13.9% | -2.2% | +10.1% |
| 1Y | +17.5% | -20.6% | +38.0% | +16.6% |
| All | +29.6% | +30.9% | -1.3% | +30.3% |
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