+11.7%
CRCL vs CLF
+60.1%
-48.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | +4.9% | -2.7% | +7.6% | +5.4% |
| 30D | +38.7% | -3.2% | +41.9% | +39.3% |
| 3M | +14.7% | -5.0% | +19.6% | +15.6% |
| 6M | -16.9% | +26.6% | -43.5% | -20.5% |
| YTD | +17.3% | -9.0% | +26.2% | +16.8% |
| 1Y | -21.2% | +11.8% | -33.0% | -17.4% |
| All | +11.7% | +60.1% | -48.4% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 3y: compounded portfolio wealth divided by compounded CLF 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…
3y analysis · Full analysis span regression · 6 months rolling