+62.7%
XLE vs CRCL
+47.9%
+14.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.9% |
| 7D | +2.2% | +17.1% | -14.9% | +2.2% |
| 30D | +11.8% | +61.3% | -49.5% | +11.6% |
| 3M | +9.8% | +12.7% | -2.9% | +9.9% |
| 6M | +15.6% | -3.1% | +18.6% | +15.5% |
| YTD | +45.3% | +28.7% | +16.6% | +44.2% |
| 1Y | +48.3% | -13.1% | +61.4% | +47.8% |
| All | +62.7% | +47.9% | +14.8% | +60.4% |
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