+73.5%
CSCO vs CRCL
+39.4%
+34.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 3M | -11.7% | +16.5% | -28.3% | -12.2% |
| 6M | +40.1% | -5.6% | +45.7% | +39.2% |
| YTD | +43.8% | +21.3% | +22.5% | +41.0% |
| 1Y | +66.6% | -14.5% | +81.1% | +64.4% |
| All | +73.5% | +39.4% | +34.1% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling