+8.5%
CRCL vs CRS
+81.5%
-73.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.4% |
| 7D | -12.5% | -4.1% | -8.4% | -11.8% |
| 30D | +26.9% | -16.6% | +43.5% | +30.9% |
| 3M | +14.4% | -14.3% | +28.7% | +17.2% |
| 6M | -23.5% | +11.6% | -35.1% | -25.4% |
| YTD | +13.9% | +42.6% | -28.7% | +5.8% |
| 1Y | -20.6% | +81.8% | -102.4% | -30.0% |
| All | +8.5% | +81.5% | -73.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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