-19.4%
CRCL vs CL
+12.6%
-32.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.2% |
| 7D | -11.8% | -0.8% | -11.1% | -12.2% |
| 30D | -20.0% | +9.5% | -29.5% | -15.6% |
| 3M | -5.7% | +6.8% | -12.4% | -2.1% |
| 6M | -49.1% | +14.3% | -63.3% | -44.5% |
| YTD | -15.4% | +27.0% | -42.4% | -6.0% |
| 1Y | -31.7% | +26.3% | -58.0% | -24.3% |
| All | -19.4% | +12.6% | -32.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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