-13.1%
CRCL vs CVE
+99.6%
-112.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +17.1% | +2.5% | +14.6% | +16.6% |
| 30D | +61.3% | +16.7% | +44.5% | +56.4% |
| 3M | +12.7% | +9.3% | +3.4% | +10.9% |
| 6M | -3.1% | +43.6% | -46.7% | -12.8% |
| YTD | +28.7% | +93.6% | -64.9% | -0.5% |
| 1Y | -13.1% | +98.8% | -111.9% | -28.7% |
| All | -13.1% | +99.6% | -112.7% | -28.7% |
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