-23.3%
CRCL vs PRU
+25.6%
-48.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.5% |
| 7D | -8.1% | 0.0% | -8.1% | -8.2% |
| 30D | -24.3% | +7.9% | -32.2% | -28.4% |
| 3M | -10.5% | +0.9% | -11.3% | -11.0% |
| 6M | -48.4% | +22.4% | -70.7% | -55.6% |
| YTD | -19.5% | +12.7% | -32.2% | -26.8% |
| 1Y | -26.0% | +19.6% | -45.6% | -35.7% |
| All | -23.3% | +25.6% | -48.9% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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