+10.6%
WMT vs CRCL
+31.3%
-20.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | 0.0% | -11.2% | +11.2% | -0.2% |
| 30D | -7.4% | +27.1% | -34.5% | -6.9% |
| 3M | -10.9% | +9.6% | -20.5% | -10.5% |
| 6M | -12.7% | -19.7% | +7.0% | -12.5% |
| YTD | -3.2% | +14.2% | -17.5% | -2.9% |
| 1Y | +5.3% | -32.2% | +37.5% | +6.1% |
| All | +10.6% | +31.3% | -20.7% | +10.8% |
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