+22.6%
CRCL vs CVE
+151.1%
-128.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +17.1% | +2.5% | +14.6% | +16.7% |
| 30D | +61.3% | +16.7% | +44.5% | +57.5% |
| 3M | +12.7% | +9.3% | +3.4% | +11.3% |
| 6M | -3.1% | +43.6% | -46.7% | -9.9% |
| YTD | +28.7% | +93.6% | -64.9% | +8.9% |
| 1Y | -13.1% | +98.8% | -111.9% | -24.7% |
| All | +22.6% | +151.1% | -128.5% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling