+18.8%
BAC vs CRCL
-9.9%
+28.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | +3.2% | -8.4% | +11.6% | +3.5% |
| 30D | -0.7% | -21.8% | +21.1% | 0.0% |
| 3M | -20.0% | -17.5% | -2.5% | -19.7% |
| 6M | +3.4% | -50.9% | +54.3% | +5.3% |
| YTD | -5.7% | -21.6% | +15.8% | -7.1% |
| 1Y | -1.4% | -24.5% | +23.0% | -2.9% |
| All | +18.8% | -9.9% | +28.6% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling