+12.8%
AAL vs CRCL
-8.6%
+21.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -1.4% |
| 7D | -0.3% | +7.5% | -7.8% | -0.7% |
| 30D | -19.0% | +44.3% | -63.3% | -20.7% |
| 3M | -5.1% | +16.5% | -21.6% | -6.6% |
| All | +12.8% | -8.6% | +21.4% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling