-31.6%
CRCL vs CVE
+73.4%
-104.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.6% | +8.8% | +1.6% |
| 7D | -6.8% | -12.1% | +5.2% | -6.3% |
| 30D | -8.6% | -9.8% | +1.2% | -8.4% |
| 3M | +20.3% | -0.7% | +21.1% | +18.7% |
| 6M | -36.3% | -4.3% | -32.0% | -36.8% |
| YTD | -4.0% | +70.6% | -74.6% | -23.8% |
| 1Y | -31.6% | +73.2% | -104.7% | -49.1% |
| All | -31.6% | +73.4% | -104.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling