+8.9%
CRCL vs EL
+43.7%
-34.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | -11.2% | -6.5% | -4.7% | -7.9% |
| 30D | +27.1% | +11.1% | +16.0% | +19.9% |
| 3M | +9.6% | +10.7% | -1.1% | +3.5% |
| 6M | -19.7% | +6.9% | -26.6% | -24.0% |
| YTD | +14.2% | -6.3% | +20.5% | +9.4% |
| 1Y | -32.2% | +13.5% | -45.7% | -42.2% |
| All | +8.9% | +43.7% | -34.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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