+15.6%
CRCL vs CTAS
-10.8%
+26.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | +44.3% | -1.0% | +45.3% | +43.9% |
| 3M | +16.5% | +15.8% | +0.8% | +16.2% |
| 6M | -5.6% | -1.0% | -4.6% | +1.3% |
| YTD | +21.3% | +7.4% | +13.9% | +22.7% |
| 1Y | -14.5% | -0.1% | -14.3% | -6.1% |
| All | +15.6% | -10.8% | +26.4% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling