+8.5%
CRCL vs CLS
+170.3%
-161.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.3% |
| 7D | -12.5% | +5.0% | -17.5% | -13.5% |
| 30D | +26.9% | +4.8% | +22.1% | +25.5% |
| 3M | +14.4% | -10.4% | +24.8% | +15.3% |
| 6M | -23.5% | +20.8% | -44.3% | -26.8% |
| YTD | +13.9% | +10.0% | +3.9% | +10.2% |
| 1Y | -20.6% | +28.5% | -49.1% | -21.4% |
| All | +8.5% | +170.3% | -161.8% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling