-25.3%
CRCL vs ALC
-14.4%
-10.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -2.6% |
| 7D | -8.4% | -1.1% | -7.3% | -8.3% |
| 30D | -21.8% | +16.0% | -37.9% | -22.1% |
| 3M | -17.5% | +0.8% | -18.3% | -18.1% |
| 6M | -50.9% | +16.8% | -67.7% | -51.0% |
| YTD | -21.6% | -5.5% | -16.1% | -20.1% |
| 1Y | -24.5% | -5.3% | -19.2% | -23.1% |
| All | -25.3% | -14.4% | -10.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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