-99.7%
CIRC vs SPY
+83.3%
-183.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.6% |
| 7D | -13.8% | +0.5% | -14.4% | -14.1% |
| 30D | -16.5% | -0.9% | -15.5% | -15.9% |
| 3M | -21.8% | +3.9% | -25.6% | -24.2% |
| 6M | -79.1% | +14.5% | -93.6% | -81.2% |
| YTD | -54.6% | +12.9% | -67.5% | -58.7% |
| 1Y | -81.4% | +19.4% | -100.7% | -83.7% |
| 3Y | -95.8% | +78.5% | -174.3% | -97.8% |
| 5Y | -99.6% | +81.8% | -181.4% | -99.8% |
| All | -99.7% | +83.3% | -183.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling