-32.2%
CRCL vs CLS
+37.8%
-70.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.2% | -1.4% |
| 7D | -11.2% | +10.9% | -22.2% | -13.8% |
| 30D | +27.1% | +2.1% | +25.0% | +25.8% |
| 3M | +9.6% | -10.2% | +19.8% | +10.4% |
| 6M | -19.7% | +30.4% | -50.1% | -27.4% |
| YTD | +14.2% | +17.2% | -3.0% | +5.0% |
| 1Y | -32.2% | +41.0% | -73.3% | -41.9% |
| All | -32.2% | +37.8% | -70.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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