+15.6%
CRCL vs CRL
+95.8%
-80.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -5.0% |
| 7D | +7.5% | -0.6% | +8.0% | +7.7% |
| 30D | +44.3% | +5.0% | +39.3% | +42.9% |
| 3M | +16.5% | +50.6% | -34.1% | +4.1% |
| 6M | -5.6% | +60.9% | -66.6% | -18.7% |
| YTD | +21.3% | +40.7% | -19.5% | +9.4% |
| 1Y | -14.5% | +73.3% | -87.8% | -27.4% |
| All | +15.6% | +95.8% | -80.3% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling