+8.9%
CRCL vs EFV
+37.8%
-29.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -1.2% |
| 7D | -11.2% | -0.8% | -10.4% | -10.1% |
| 30D | +27.1% | +0.6% | +26.5% | +26.5% |
| 3M | +9.6% | +7.5% | +2.1% | +1.1% |
| 6M | -19.7% | +13.0% | -32.7% | -29.2% |
| YTD | +14.2% | +18.3% | -4.1% | -4.4% |
| 1Y | -32.2% | +26.7% | -59.0% | -47.0% |
| All | +8.9% | +37.8% | -29.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling