+15.6%
CRCL vs XLB
+20.2%
-4.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.1% |
| 7D | +7.5% | -0.2% | +7.7% | +7.6% |
| 30D | +44.3% | -1.7% | +46.0% | +45.7% |
| 3M | +16.5% | +4.4% | +12.2% | +12.6% |
| 6M | -5.6% | +5.0% | -10.6% | -8.1% |
| YTD | +21.3% | +15.5% | +5.8% | +4.9% |
| 1Y | -14.5% | +14.9% | -29.4% | -28.7% |
| All | +15.6% | +20.2% | -4.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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