+8.9%
CRCL vs RRX
+20.2%
-11.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.3% |
| 7D | -11.2% | -0.3% | -10.9% | -11.2% |
| 30D | +27.1% | -6.1% | +33.2% | +28.2% |
| 3M | +9.6% | -23.1% | +32.7% | +12.7% |
| 6M | -19.7% | -19.5% | -0.2% | -18.4% |
| YTD | +14.2% | +16.1% | -1.8% | +1.1% |
| 1Y | -32.2% | +12.9% | -45.2% | -39.4% |
| All | +8.9% | +20.2% | -11.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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