-99.9%
CIRC vs SPY
+80.6%
-180.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +4.6% |
| 7D | -8.1% | +0.1% | -8.2% | -7.9% |
| 30D | -57.8% | -3.3% | -54.4% | -56.7% |
| 3M | -71.8% | -2.4% | -69.4% | -71.2% |
| 6M | -86.4% | +2.6% | -89.0% | -86.6% |
| YTD | -84.7% | +11.2% | -95.9% | -85.9% |
| 1Y | -91.7% | +13.4% | -105.1% | -92.5% |
| 3Y | -97.9% | +79.9% | -177.7% | -98.9% |
| 5Y | -99.9% | +72.2% | -172.1% | -99.9% |
| All | -99.9% | +80.6% | -180.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling