+213.7%
ALAB vs CRCL
+30.9%
+182.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.8% |
| 7D | +0.6% | -12.5% | +13.1% | +3.3% |
| 30D | -8.8% | +26.9% | -35.7% | -13.3% |
| 3M | -14.0% | +14.4% | -28.4% | -17.2% |
| 6M | +144.3% | -23.5% | +167.8% | +147.3% |
| YTD | +71.0% | +13.9% | +57.1% | +58.3% |
| 1Y | +23.5% | -20.6% | +44.1% | +20.7% |
| All | +213.7% | +30.9% | +182.8% | +194.1% |
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 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