+15.6%
CRCL vs EXC
+7.5%
+8.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.5% |
| 7D | +7.5% | +1.2% | +6.3% | +7.9% |
| 30D | +44.3% | -2.7% | +47.0% | +43.0% |
| 3M | +16.5% | -1.0% | +17.5% | +16.1% |
| 6M | -5.6% | -9.3% | +3.6% | -7.4% |
| YTD | +21.3% | +3.6% | +17.7% | +22.9% |
| 1Y | -14.5% | +5.9% | -20.4% | -6.7% |
| All | +15.6% | +7.5% | +8.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling