+11.7%
CRCL vs CEG
-1.1%
+12.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.4% |
| 7D | +4.9% | +1.3% | +3.6% | +3.9% |
| 30D | +38.7% | +8.8% | +29.8% | +32.0% |
| 3M | +14.7% | +17.0% | -2.3% | +4.6% |
| 6M | -16.9% | -8.7% | -8.1% | -14.1% |
| YTD | +17.3% | -16.4% | +33.7% | +23.5% |
| 1Y | -21.2% | -1.8% | -19.4% | -21.7% |
| All | +11.7% | -1.1% | +12.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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