-18.4%
CRCL vs PL
+140.4%
-158.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.4% | -12.7% | -4.9% |
| 7D | -6.4% | -6.8% | +0.4% | -5.0% |
| 30D | -16.0% | -29.3% | +13.3% | -8.9% |
| 3M | +7.3% | -44.8% | +52.0% | +22.7% |
| 6M | -44.3% | -68.4% | +24.1% | -27.9% |
| YTD | -14.4% | -36.4% | +22.0% | -4.7% |
| 1Y | -32.1% | +0.7% | -32.8% | -30.7% |
| All | -18.4% | +140.4% | -158.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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