Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test jan 10 2026, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jun 4, 2025, corresponding to the inception date of CRCL
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio test jan 10 2026 | 0.57% | -1.20% | 4.05% | 5.80% | — | — | — | — |
| Portfolio components: | ||||||||
AA Alcoa Corporation | -0.74% | 18.66% | 34.83% | 108.23% | 191.54% | 21.09% | 18.41% | — |
AAL American Airlines Group Inc. | -2.61% | -8.06% | -29.29% | -6.39% | 14.59% | -9.07% | -14.60% | -11.72% |
AAOI Applied Optoelectronics, Inc. | 20.34% | 2.74% | 198.08% | 272.04% | 862.13% | 256.68% | 63.77% | 21.28% |
AAP Advance Auto Parts, Inc. | -4.72% | 1.11% | 32.67% | -14.58% | 51.47% | -23.26% | -20.72% | -9.43% |
AAPL Apple Inc | 0.11% | -1.68% | -5.78% | -0.62% | 36.45% | 16.04% | 16.39% | 26.10% |
ABBV AbbVie Inc. | -2.86% | -10.12% | -7.86% | -9.35% | 15.45% | 13.21% | 18.43% | 18.22% |
ABR Arbor Realty Trust, Inc. | -0.13% | -9.49% | 0.19% | -35.47% | -24.33% | -1.70% | -4.18% | 12.09% |
ABT Abbott Laboratories | 0.48% | -7.36% | -17.48% | -22.84% | -15.78% | 2.41% | -1.07% | 11.35% |
ACN Accenture plc | 2.17% | -5.92% | -24.52% | -16.92% | -27.78% | -9.41% | -4.75% | 7.53% |
ADBE Adobe Inc | 0.64% | -13.78% | -30.59% | -29.94% | -30.41% | -13.86% | -12.86% | 9.90% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 5, 2025, test jan 10 2026's average daily return is +0.16%, while the average monthly return is +2.96%. At this rate, your investment would double in approximately 2.0 years.
Historically, 82% of months were positive and 18% were negative. The best month was Sep 2025 with a return of +8.0%, while the worst month was Mar 2026 at -5.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.
On a daily basis, test jan 10 2026 closed higher 58% of trading days. The best single day was Feb 6, 2026 with a return of +4.1%, while the worst single day was Oct 10, 2025 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.21% | 2.98% | -5.12% | 1.21% | 4.05% | ||||||||
| 2025 | 4.86% | 3.93% | 7.34% | 7.97% | 3.06% | -0.55% | 1.70% | 31.65% |
Benchmark Metrics
test jan 10 2026 has an annualized alpha of 26.50%, beta of 1.31, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since June 05, 2025.
- This portfolio captured 229.55% of S&P 500 Index gains but only 11.53% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 26.50% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 26.50%
- Beta
- 1.31
- R²
- 0.69
- Upside Capture
- 229.55%
- Downside Capture
- 11.53%
Expense Ratio
test jan 10 2026 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AA Alcoa Corporation | 91 | 2.37 | 2.88 | 1.35 | 5.22 | 16.32 |
AAL American Airlines Group Inc. | 41 | 0.04 | 0.48 | 1.06 | 0.14 | 0.39 |
AAOI Applied Optoelectronics, Inc. | 97 | 4.04 | 3.70 | 1.44 | 12.36 | 32.04 |
AAP Advance Auto Parts, Inc. | 60 | 0.45 | 1.51 | 1.18 | 0.87 | 1.81 |
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
ABBV AbbVie Inc. | 44 | 0.19 | 0.44 | 1.06 | 0.28 | 0.62 |
ABR Arbor Realty Trust, Inc. | 13 | -0.69 | -0.83 | 0.90 | -0.71 | -1.32 |
ABT Abbott Laboratories | 7 | -0.89 | -1.08 | 0.85 | -0.81 | -2.01 |
ACN Accenture plc | 5 | -1.05 | -1.47 | 0.82 | -0.86 | -1.65 |
ADBE Adobe Inc | 5 | -1.20 | -1.69 | 0.79 | -0.83 | -1.69 |
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Dividends
Dividend yield
test jan 10 2026 provided a 1.57% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.57% | 1.62% | 1.75% | 1.72% | 1.72% | 1.27% | 1.56% | 1.63% | 1.72% | 1.60% | 1.62% | 2.06% |
| Portfolio components: | ||||||||||||
AA Alcoa Corporation | 0.56% | 0.75% | 1.06% | 1.18% | 0.88% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.00% |
AAL American Airlines Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.39% | 1.25% | 0.77% | 0.86% | 0.94% |
AAOI Applied Optoelectronics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAP Advance Auto Parts, Inc. | 1.93% | 2.54% | 2.11% | 3.28% | 4.08% | 1.35% | 0.63% | 0.15% | 0.15% | 0.24% | 0.14% | 0.16% |
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
ABBV AbbVie Inc. | 3.18% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ABR Arbor Realty Trust, Inc. | 16.00% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
ABT Abbott Laboratories | 2.33% | 1.88% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% |
ACN Accenture plc | 3.09% | 2.26% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% |
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the test jan 10 2026. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the test jan 10 2026 was 10.31%, occurring on Nov 20, 2025. Recovery took 13 trading sessions.
The current test jan 10 2026 drawdown is 4.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.31% | Oct 16, 2025 | 26 | Nov 20, 2025 | 13 | Dec 10, 2025 | 39 |
| -9.23% | Jan 28, 2026 | 43 | Mar 30, 2026 | — | — | — |
| -5.93% | Jul 24, 2025 | 7 | Aug 1, 2025 | 15 | Aug 22, 2025 | 22 |
| -3.7% | Dec 12, 2025 | 4 | Dec 17, 2025 | 11 | Jan 5, 2026 | 15 |
| -3.55% | Oct 9, 2025 | 2 | Oct 10, 2025 | 2 | Oct 14, 2025 | 4 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 476 assets, with an effective number of assets of 476.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.