-21.9%
CRCL vs EXPD
+71.0%
-92.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -13.6% | -7.4% | -6.2% | -13.3% |
| 30D | -23.1% | -2.1% | -21.0% | -22.9% |
| 3M | -3.1% | +5.7% | -8.8% | -2.6% |
| 6M | -42.8% | +21.4% | -64.2% | -42.7% |
| YTD | -18.1% | +27.6% | -45.7% | -18.8% |
| 1Y | -37.6% | +36.1% | -73.7% | -38.8% |
| All | -21.9% | +71.0% | -92.9% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling