+22.6%
CRCL vs ALLE
+14.8%
+7.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +17.1% | -0.2% | +17.3% | +17.1% |
| 30D | +61.3% | -6.8% | +68.1% | +61.0% |
| 3M | +12.7% | +21.0% | -8.3% | +13.1% |
| 6M | -3.1% | +1.1% | -4.2% | +0.1% |
| YTD | +28.7% | -0.5% | +29.2% | +29.8% |
| 1Y | -13.1% | -7.3% | -5.9% | -7.3% |
| All | +22.6% | +14.8% | +7.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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