+20.7%
XLK vs CRCL
-33.1%
+53.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -7.6% | -6.8% | -0.8% | -6.9% |
| 30D | -12.2% | -8.6% | -3.5% | -11.4% |
| 3M | -5.5% | +20.3% | -25.8% | -8.0% |
| 6M | +9.2% | -36.3% | +45.5% | +12.2% |
| YTD | +23.0% | -4.0% | +27.0% | +18.2% |
| 1Y | +20.7% | -31.6% | +52.3% | +19.4% |
| All | +20.7% | -33.1% | +53.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling