+235.5%
GLW vs CRCL
+34.8%
+200.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.8% |
| 7D | +16.9% | +4.9% | +12.0% | +16.2% |
| 30D | +7.0% | +38.7% | -31.7% | +3.7% |
| 3M | -3.0% | +14.7% | -17.6% | -4.8% |
| 6M | +31.0% | -16.9% | +47.8% | +30.7% |
| YTD | +93.4% | +17.3% | +76.1% | +87.7% |
| 1Y | +134.7% | -21.2% | +155.9% | +130.3% |
| All | +235.5% | +34.8% | +200.7% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling