+11.7%
CRCL vs EXE
-13.8%
+25.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.1% |
| 7D | +4.9% | -2.7% | +7.6% | +5.2% |
| 30D | +38.7% | -0.4% | +39.1% | +38.7% |
| 3M | +14.7% | +9.5% | +5.2% | +12.7% |
| 6M | -16.9% | -9.3% | -7.5% | -13.6% |
| YTD | +17.3% | -10.9% | +28.2% | +22.7% |
| 1Y | -21.2% | +4.3% | -25.5% | -27.2% |
| All | +11.7% | -13.8% | +25.5% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling