+8.9%
CRCL vs AFL
+14.7%
-5.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | -11.2% | -1.6% | -9.6% | -11.4% |
| 30D | +27.1% | -4.0% | +31.1% | +26.5% |
| 3M | +9.6% | -0.5% | +10.2% | +8.5% |
| 6M | -19.7% | +6.5% | -26.2% | -22.2% |
| YTD | +14.2% | +6.2% | +8.1% | +9.0% |
| 1Y | -32.2% | +8.3% | -40.5% | -37.9% |
| All | +8.9% | +14.7% | -5.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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