-97.2%
CIRC vs SPY
+78.1%
-175.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.8% | -6.2% |
| 7D | -4.2% | +2.6% | -6.8% | -3.8% |
| 30D | -47.9% | -2.0% | -45.9% | -48.1% |
| 3M | -72.9% | -2.8% | -70.2% | -73.1% |
| 6M | -87.9% | +2.1% | -90.0% | -87.8% |
| YTD | -86.2% | +11.5% | -97.7% | -85.9% |
| 1Y | -93.0% | +13.5% | -106.4% | -92.8% |
| 3Y | -97.2% | +77.7% | -174.9% | -94.9% |
| All | -97.2% | +78.1% | -175.3% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling