+8.9%
CRCL vs ROL
-39.1%
+48.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.5% |
| 7D | -11.2% | -3.2% | -8.1% | -12.1% |
| 30D | +27.1% | -4.9% | +32.0% | +25.2% |
| 3M | +9.6% | -25.8% | +35.5% | -0.9% |
| 6M | -19.7% | -37.6% | +17.9% | -31.5% |
| YTD | +14.2% | -41.5% | +55.7% | -3.8% |
| 1Y | -32.2% | -39.5% | +7.2% | -40.5% |
| All | +8.9% | -39.1% | +48.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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