+8.9%
CRCL vs AIG
-9.2%
+18.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -11.2% | -1.2% | -10.1% | -10.9% |
| 30D | +27.1% | -1.1% | +28.2% | +27.4% |
| 3M | +9.6% | +0.7% | +9.0% | +9.2% |
| 6M | -19.7% | -2.2% | -17.5% | -19.7% |
| YTD | +14.2% | -10.8% | +25.1% | +19.7% |
| 1Y | -32.2% | -2.0% | -30.2% | -35.4% |
| All | +8.9% | -9.2% | +18.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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