+11.7%
CRCL vs CVE
+159.5%
-147.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | +4.9% | +2.0% | +2.9% | +4.6% |
| 30D | +38.7% | +13.2% | +25.5% | +36.1% |
| 3M | +14.7% | +21.7% | -7.0% | +10.9% |
| 6M | -16.9% | +48.4% | -65.2% | -23.1% |
| YTD | +17.3% | +100.1% | -82.8% | -1.2% |
| 1Y | -21.2% | +107.8% | -129.0% | -32.0% |
| All | +11.7% | +159.5% | -147.8% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling