+8.5%
CRCL vs ROL
-39.4%
+47.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -12.5% | -3.2% | -9.3% | -13.4% |
| 30D | +26.9% | -6.6% | +33.5% | +24.4% |
| 3M | +14.4% | -27.3% | +41.7% | +2.6% |
| 6M | -23.5% | -38.1% | +14.6% | -35.0% |
| YTD | +13.9% | -41.8% | +55.7% | -4.3% |
| 1Y | -20.6% | -37.8% | +17.2% | -32.4% |
| All | +8.5% | -39.4% | +47.9% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling