-31.6%
CRCL vs EXEL
+92.4%
-124.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -6.8% | +9.8% | -16.6% | -7.9% |
| 30D | -8.6% | +23.6% | -32.2% | -11.2% |
| 3M | +20.3% | +29.9% | -9.6% | +16.3% |
| 6M | -36.3% | +64.7% | -101.0% | -38.8% |
| YTD | -4.0% | +66.0% | -70.0% | -8.7% |
| 1Y | -31.6% | +92.0% | -123.5% | -38.3% |
| All | -31.6% | +92.4% | -124.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling