+45.9%
CSCO vs CRCL
-33.1%
+79.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | -6.1% | -6.8% | +0.8% | -5.9% |
| 30D | -8.2% | -8.6% | +0.5% | -8.0% |
| 3M | -14.6% | +20.3% | -34.9% | -15.1% |
| 6M | +12.7% | -36.3% | +49.0% | +13.3% |
| YTD | +37.0% | -4.0% | +41.0% | +33.3% |
| 1Y | +45.9% | -31.6% | +77.5% | +42.8% |
| All | +45.9% | -33.1% | +79.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 1y: compounded portfolio wealth divided by compounded CRCL 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…
1y analysis · Full analysis span regression · 6 months rolling