-21.9%
CRCL vs CVE
+115.6%
-137.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.8% |
| 7D | -13.6% | -10.0% | -3.6% | -12.9% |
| 30D | -23.1% | -11.9% | -11.3% | -22.5% |
| 3M | -3.1% | -5.9% | +2.9% | -3.5% |
| 6M | -42.8% | -1.6% | -41.3% | -43.5% |
| YTD | -18.1% | +66.3% | -84.3% | -29.9% |
| 1Y | -37.6% | +57.5% | -95.1% | -45.8% |
| All | -21.9% | +115.6% | -137.6% | -36.1% |
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 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