-25.3%
CRCL vs RL
+41.8%
-67.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.1% |
| 7D | -8.4% | +2.6% | -11.0% | -9.3% |
| 30D | -21.8% | +2.9% | -24.7% | -22.4% |
| 3M | -17.5% | 0.0% | -17.5% | -17.7% |
| 6M | -50.9% | +17.1% | -68.0% | -54.3% |
| YTD | -21.6% | +10.1% | -31.7% | -27.2% |
| 1Y | -24.5% | +17.3% | -41.8% | -34.0% |
| All | -25.3% | +41.8% | -67.0% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling