+65.9%
XLE vs CRCL
-9.9%
+75.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | +5.4% | -8.4% | +13.8% | +5.4% |
| 30D | -3.9% | -21.8% | +17.9% | -4.0% |
| 3M | +7.0% | -17.5% | +24.5% | +6.9% |
| 6M | +14.2% | -50.9% | +65.1% | +14.6% |
| YTD | +48.2% | -21.6% | +69.7% | +47.1% |
| 1Y | +47.7% | -24.5% | +72.1% | +46.6% |
| All | +65.9% | -9.9% | +75.8% | +63.6% |
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