+8.9%
CRCL vs ECL
+4.4%
+4.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.5% |
| 7D | -11.2% | -1.1% | -10.1% | -11.4% |
| 30D | +27.1% | -0.8% | +27.9% | +26.9% |
| 3M | +9.6% | +5.0% | +4.6% | +10.1% |
| 6M | -19.7% | +0.2% | -19.9% | -18.3% |
| YTD | +14.2% | +5.8% | +8.5% | +11.2% |
| 1Y | -32.2% | +1.5% | -33.8% | -32.6% |
| All | +8.9% | +4.4% | +4.5% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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