-31.6%
CRCL vs CRL
+85.3%
-116.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +3.2% |
| 7D | -6.8% | -12.8% | +5.9% | -3.3% |
| 30D | -8.6% | +5.0% | -13.6% | -10.0% |
| 3M | +20.3% | +39.4% | -19.0% | +11.5% |
| 6M | -36.3% | +89.4% | -125.7% | -46.5% |
| YTD | -4.0% | +63.6% | -67.6% | -16.1% |
| 1Y | -31.6% | +83.5% | -115.0% | -43.6% |
| All | -31.6% | +85.3% | -116.9% | -43.6% |
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