+221.0%
ALAB vs CRCL
+31.3%
+189.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | -6.2% | -11.2% | +5.0% | -3.9% |
| 30D | -8.7% | +27.1% | -35.8% | -13.2% |
| 3M | -20.7% | +9.6% | -30.4% | -23.1% |
| 6M | +133.5% | -19.7% | +153.2% | +134.7% |
| YTD | +75.1% | +14.2% | +60.8% | +61.9% |
| 1Y | +25.0% | -32.2% | +57.3% | +22.8% |
| All | +221.0% | +31.3% | +189.7% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling