+8.9%
CRCL vs VYM
+29.1%
-20.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -1.2% |
| 7D | -11.2% | -0.8% | -10.4% | -9.6% |
| 30D | +27.1% | -2.2% | +29.4% | +33.6% |
| 3M | +9.6% | +3.1% | +6.6% | +2.4% |
| 6M | -19.7% | +9.7% | -29.4% | -35.7% |
| YTD | +14.2% | +14.9% | -0.6% | -19.5% |
| 1Y | -32.2% | +17.6% | -49.8% | -55.1% |
| All | +8.9% | +29.1% | -20.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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