-31.6%
CRCL vs BURL
-4.6%
-27.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | +0.7% |
| 7D | -6.8% | +10.4% | -17.3% | -7.4% |
| 30D | -8.6% | -4.9% | -3.7% | -8.4% |
| 3M | +20.3% | -29.8% | +50.1% | +21.7% |
| 6M | -36.3% | -16.5% | -19.9% | -36.4% |
| YTD | -4.0% | -10.5% | +6.5% | -6.6% |
| 1Y | -31.6% | -5.3% | -26.3% | -34.4% |
| All | -31.6% | -4.6% | -27.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling