+48.1%
LLY vs CRCL
+34.8%
+13.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -3.1% | +4.9% | -8.0% | -3.1% |
| 30D | -8.6% | +38.7% | -47.3% | -8.4% |
| 3M | -1.6% | +14.7% | -16.3% | -1.5% |
| 6M | +11.8% | -16.9% | +28.7% | +11.8% |
| YTD | +5.1% | +17.3% | -12.1% | +5.6% |
| 1Y | +50.7% | -21.2% | +71.9% | +51.1% |
| All | +48.1% | +34.8% | +13.3% | +52.3% |
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 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