+8.5%
CRCL vs EWT
+110.2%
-101.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -0.9% |
| 7D | -12.5% | -1.1% | -11.4% | -11.7% |
| 30D | +26.9% | +4.8% | +22.1% | +22.6% |
| 3M | +14.4% | +11.1% | +3.3% | +4.7% |
| 6M | -23.5% | +54.6% | -78.1% | -47.1% |
| YTD | +13.9% | +71.4% | -57.5% | -26.6% |
| 1Y | -20.6% | +82.1% | -102.7% | -47.4% |
| All | +8.5% | +110.2% | -101.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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