+15.2%
XLF vs CRCL
+31.3%
-16.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.5% | -11.2% | +9.8% | -1.1% |
| 30D | -1.2% | +27.1% | -28.3% | -1.9% |
| 3M | +9.2% | +9.6% | -0.5% | +8.6% |
| 6M | +16.3% | -19.7% | +36.0% | +16.3% |
| YTD | +5.4% | +14.2% | -8.8% | +3.6% |
| 1Y | +7.6% | -32.2% | +39.8% | +6.8% |
| All | +15.2% | +31.3% | -16.1% | +15.5% |
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 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