+8.9%
CRCL vs IEFA
+25.7%
-16.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -1.4% |
| 7D | -11.2% | -1.6% | -9.7% | -8.8% |
| 30D | +27.1% | -1.5% | +28.6% | +30.9% |
| 3M | +9.6% | +3.4% | +6.2% | +5.7% |
| 6M | -19.7% | +9.5% | -29.2% | -27.5% |
| YTD | +14.2% | +13.0% | +1.2% | -2.6% |
| 1Y | -32.2% | +18.0% | -50.2% | -45.2% |
| All | +8.9% | +25.7% | -16.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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