+22.6%
CRCL vs BURL
+11.5%
+11.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.4% |
| 7D | +17.1% | -2.8% | +19.9% | +17.4% |
| 30D | +61.3% | -28.2% | +89.4% | +68.2% |
| 3M | +12.7% | -17.6% | +30.3% | +15.0% |
| 6M | -3.1% | -11.8% | +8.7% | -3.7% |
| YTD | +28.7% | -8.1% | +36.8% | +26.0% |
| 1Y | -13.1% | -12.0% | -1.2% | -16.7% |
| All | +22.6% | +11.5% | +11.1% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling