-31.6%
CRCL vs ED
+27.1%
-58.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +4.9% |
| 7D | -6.8% | +5.4% | -12.2% | -0.3% |
| 30D | -8.6% | +16.4% | -25.0% | +11.8% |
| 3M | +20.3% | +11.9% | +8.5% | +39.3% |
| 6M | -36.3% | +11.6% | -47.9% | -25.8% |
| YTD | -4.0% | +24.1% | -28.1% | +32.3% |
| 1Y | -31.6% | +26.9% | -58.5% | -2.5% |
| All | -31.6% | +27.1% | -58.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling