-11.7%
CSCO vs CRCL
+14.5%
-26.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.7% | +0.1% |
| 7D | -0.5% | +7.5% | -8.0% | -0.7% |
| 30D | -10.1% | +44.3% | -54.4% | -10.6% |
| 3M | -11.7% | +16.5% | -28.3% | -12.4% |
| All | -11.7% | +14.5% | -26.2% | -12.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling