+8.9%
CRCL vs EXC
+5.6%
+3.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.2% |
| 7D | -11.2% | -1.1% | -10.1% | -11.5% |
| 30D | +27.1% | -3.6% | +30.8% | +25.7% |
| 3M | +9.6% | -4.3% | +13.9% | +8.3% |
| 6M | -19.7% | -9.9% | -9.7% | -21.4% |
| YTD | +14.2% | +1.8% | +12.5% | +15.1% |
| 1Y | -32.2% | +2.9% | -35.1% | -27.2% |
| All | +8.9% | +5.6% | +3.3% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling