+2.0%
V vs CRCL
+31.3%
-29.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -1.2% | -11.2% | +10.0% | -1.2% |
| 30D | +3.1% | +27.1% | -24.0% | +3.1% |
| 3M | +16.3% | +9.6% | +6.7% | +16.3% |
| 6M | +20.4% | -19.7% | +40.1% | +20.4% |
| YTD | +6.3% | +14.2% | -8.0% | +6.3% |
| 1Y | +8.7% | -32.2% | +40.9% | +8.0% |
| All | +2.0% | +31.3% | -29.3% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling