+8.9%
CRCL vs LOW
-11.8%
+20.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.4% |
| 7D | -11.2% | -3.7% | -7.5% | -12.9% |
| 30D | +27.1% | -8.9% | +36.0% | +21.2% |
| 3M | +9.6% | -10.4% | +20.1% | +4.2% |
| 6M | -19.7% | -19.4% | -0.3% | -28.8% |
| YTD | +14.2% | -17.1% | +31.4% | -0.4% |
| 1Y | -32.2% | -26.3% | -6.0% | -45.8% |
| All | +8.9% | -11.8% | +20.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 5y: compounded portfolio wealth divided by compounded LOW 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…
5y analysis · Full analysis span regression · 6 months rolling