+230.5%
GLW vs CRCL
+39.4%
+191.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.8% | +13.3% | +8.0% |
| 7D | +14.0% | +7.5% | +6.5% | +13.2% |
| 30D | +0.4% | +44.3% | -43.9% | -3.0% |
| 3M | -11.3% | +16.5% | -27.9% | -13.1% |
| 6M | +35.1% | -5.6% | +40.7% | +33.7% |
| YTD | +90.5% | +21.3% | +69.3% | +84.5% |
| 1Y | +132.0% | -14.5% | +146.5% | +127.1% |
| All | +230.5% | +39.4% | +191.1% | +226.3% |
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