+14.8%
AAL vs CRCL
+34.8%
-20.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | -1.3% | +4.9% | -6.2% | -1.7% |
| 30D | -13.7% | +38.7% | -52.4% | -16.0% |
| 3M | -8.2% | +14.7% | -22.8% | -9.7% |
| 6M | +13.1% | -16.9% | +30.0% | +12.5% |
| YTD | -15.6% | +17.3% | -32.9% | -19.2% |
| 1Y | +1.4% | -21.2% | +22.6% | -0.4% |
| All | +14.8% | +34.8% | -20.0% | +15.0% |
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