-13.1%
CRCL vs CRL
+78.8%
-92.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.6% |
| 7D | +17.1% | -1.0% | +18.1% | +17.5% |
| 30D | +61.3% | +10.7% | +50.6% | +56.6% |
| 3M | +12.7% | +55.3% | -42.6% | -3.4% |
| 6M | -3.1% | +60.7% | -63.7% | -19.3% |
| YTD | +28.7% | +44.6% | -15.9% | +12.4% |
| 1Y | -13.1% | +77.7% | -90.9% | -34.5% |
| All | -13.1% | +78.8% | -92.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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