+8.9%
CRCL vs EXE
-15.4%
+24.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -11.2% | -3.1% | -8.1% | -10.9% |
| 30D | +27.1% | -0.9% | +28.0% | +27.2% |
| 3M | +9.6% | +9.6% | +0.1% | +7.4% |
| 6M | -19.7% | -11.6% | -8.1% | -16.1% |
| YTD | +14.2% | -12.6% | +26.8% | +19.8% |
| 1Y | -32.2% | +1.2% | -33.4% | -36.4% |
| All | +8.9% | -15.4% | +24.2% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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