+8.9%
CRCL vs EFA
+25.1%
-16.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -1.3% |
| 7D | -11.2% | -1.5% | -9.7% | -8.9% |
| 30D | +27.1% | -1.7% | +28.8% | +31.1% |
| 3M | +9.6% | +3.5% | +6.2% | +5.7% |
| 6M | -19.7% | +9.5% | -29.2% | -27.3% |
| YTD | +14.2% | +12.9% | +1.4% | -1.7% |
| 1Y | -32.2% | +18.2% | -50.4% | -44.6% |
| All | +8.9% | +25.1% | -16.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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