+11.7%
CRCL vs EL
+46.1%
-34.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -1.8% |
| 7D | +4.9% | -2.4% | +7.3% | +6.3% |
| 30D | +38.7% | +13.7% | +25.0% | +29.3% |
| 3M | +14.7% | +14.5% | +0.2% | +6.4% |
| 6M | -16.9% | +7.4% | -24.3% | -21.6% |
| YTD | +17.3% | -4.7% | +22.0% | +11.2% |
| 1Y | -21.2% | +12.9% | -34.1% | -32.8% |
| All | +11.7% | +46.1% | -34.4% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling