+8.9%
CRCL vs XYZ
+24.5%
-15.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -11.2% | -4.3% | -6.9% | -8.5% |
| 30D | +27.1% | +1.2% | +25.9% | +26.2% |
| 3M | +9.6% | +14.6% | -5.0% | +0.4% |
| 6M | -19.7% | +22.6% | -42.2% | -29.5% |
| YTD | +14.2% | +21.7% | -7.4% | 0.0% |
| 1Y | -32.2% | +6.7% | -38.9% | -31.2% |
| All | +8.9% | +24.5% | -15.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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