+70.7%
CSCO vs CRCL
+30.9%
+39.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | -1.1% | -12.5% | +11.4% | -0.8% |
| 30D | -10.8% | +26.9% | -37.7% | -11.4% |
| 3M | -9.2% | +14.4% | -23.7% | -9.7% |
| 6M | +39.5% | -23.5% | +63.1% | +39.5% |
| YTD | +41.5% | +13.9% | +27.6% | +39.0% |
| 1Y | +61.0% | -20.6% | +81.5% | +59.1% |
| All | +70.7% | +30.9% | +39.8% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling