+8.5%
CRCL vs RL
+23.2%
-14.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -12.5% | -2.2% | -10.3% | -11.8% |
| 30D | +26.9% | -15.3% | +42.3% | +33.7% |
| 3M | +14.4% | -10.3% | +24.8% | +17.5% |
| 6M | -23.5% | -2.2% | -21.3% | -26.5% |
| YTD | +13.9% | -4.3% | +18.2% | +10.7% |
| 1Y | -20.6% | +8.9% | -29.4% | -29.9% |
| All | +8.5% | +23.2% | -14.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling