+8.5%
CRCL vs CRL
+90.4%
-81.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -0.9% | -2.3% |
| 7D | -12.5% | -6.9% | -5.6% | -10.7% |
| 30D | +26.9% | -3.2% | +30.1% | +28.4% |
| 3M | +14.4% | +46.5% | -32.1% | +3.0% |
| 6M | -23.5% | +63.1% | -86.6% | -34.5% |
| YTD | +13.9% | +36.9% | -23.0% | +3.6% |
| 1Y | -20.6% | +78.1% | -98.7% | -31.7% |
| All | +8.5% | +90.4% | -81.9% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling