+185.9%
EWY vs CRCL
+30.9%
+155.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.9% |
| 7D | +1.2% | -12.5% | +13.7% | +2.7% |
| 30D | +9.3% | +26.9% | -17.6% | +6.2% |
| 3M | +2.4% | +14.4% | -12.0% | +0.1% |
| 6M | +40.3% | -23.5% | +63.8% | +40.5% |
| YTD | +88.0% | +13.9% | +74.1% | +83.3% |
| 1Y | +143.8% | -20.6% | +164.4% | +140.5% |
| All | +185.9% | +30.9% | +155.0% | +184.9% |
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