+47.9%
LLY vs CRCL
+30.9%
+17.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | -3.2% | -12.5% | +9.3% | -3.2% |
| 30D | -7.4% | +26.9% | -34.4% | -7.3% |
| 3M | -1.0% | +14.4% | -15.5% | -0.9% |
| 6M | +12.5% | -23.5% | +36.0% | +12.3% |
| YTD | +5.0% | +13.9% | -8.9% | +5.5% |
| 1Y | +49.8% | -20.6% | +70.3% | +50.1% |
| All | +47.9% | +30.9% | +17.0% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling