+8.5%
CRCL vs CTAS
-11.7%
+20.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -12.5% | -1.3% | -11.2% | -12.6% |
| 30D | +26.9% | -3.1% | +30.0% | +26.4% |
| 3M | +14.4% | +10.3% | +4.1% | +14.3% |
| 6M | -23.5% | +1.6% | -25.2% | -19.2% |
| YTD | +13.9% | +6.3% | +7.6% | +15.1% |
| 1Y | -20.6% | -0.5% | -20.1% | -13.5% |
| All | +8.5% | -11.7% | +20.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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