-25.3%
CRCL vs EXPD
+76.0%
-101.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -8.4% | +5.5% | -13.9% | -8.7% |
| 30D | -21.8% | -0.8% | -21.0% | -21.8% |
| 3M | -17.5% | +4.1% | -21.6% | -17.4% |
| 6M | -50.9% | +25.7% | -76.5% | -50.8% |
| YTD | -21.6% | +31.4% | -53.0% | -22.4% |
| 1Y | -24.5% | +42.2% | -66.6% | -26.3% |
| All | -25.3% | +76.0% | -101.3% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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