+15.6%
CRCL vs ECL
+5.1%
+10.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.8% |
| 7D | +7.5% | -0.8% | +8.3% | +7.4% |
| 30D | +44.3% | -2.5% | +46.7% | +43.8% |
| 3M | +16.5% | +8.3% | +8.2% | +17.2% |
| 6M | -5.6% | -1.1% | -4.5% | -3.7% |
| YTD | +21.3% | +6.5% | +14.8% | +18.1% |
| 1Y | -14.5% | +2.1% | -16.6% | -15.9% |
| All | +15.6% | +5.1% | +10.4% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling