-23.3%
CRCL vs EXPD
+76.8%
-100.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -8.1% | +3.6% | -11.7% | -8.4% |
| 30D | -24.3% | +0.3% | -24.5% | -24.2% |
| 3M | -10.5% | +6.1% | -16.5% | -10.3% |
| 6M | -48.4% | +27.4% | -75.7% | -48.4% |
| YTD | -19.5% | +32.0% | -51.5% | -20.4% |
| 1Y | -26.0% | +40.5% | -66.6% | -27.7% |
| All | -23.3% | +76.8% | -100.1% | -19.8% |
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 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