+8.5%
CRCL vs ECL
+2.7%
+5.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.9% |
| 7D | -12.5% | -2.6% | -9.9% | -12.8% |
| 30D | +26.9% | -4.6% | +31.5% | +26.1% |
| 3M | +14.4% | +6.0% | +8.5% | +14.7% |
| 6M | -23.5% | -3.0% | -20.6% | -22.2% |
| YTD | +13.9% | +4.0% | +9.9% | +10.6% |
| 1Y | -20.6% | +2.0% | -22.6% | -20.9% |
| All | +8.5% | +2.7% | +5.9% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling