-18.4%
CRCL vs CVE
+113.9%
-132.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | -6.4% | -16.1% | +9.7% | -5.1% |
| 30D | -16.0% | -10.4% | -5.6% | -15.6% |
| 3M | +7.3% | -2.4% | +9.6% | +6.2% |
| 6M | -44.3% | -4.4% | -39.8% | -44.6% |
| YTD | -14.4% | +64.9% | -79.3% | -26.7% |
| 1Y | -32.1% | +66.0% | -98.2% | -41.5% |
| All | -18.4% | +113.9% | -132.4% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling