-54.6%
CRCL vs CAI
-9.9%
-44.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -11.2% | -2.9% | -8.3% | -10.6% |
| 30D | +27.1% | +9.3% | +17.8% | +25.3% |
| 3M | +9.6% | +35.2% | -25.6% | +3.7% |
| 6M | -19.7% | +30.7% | -50.4% | -24.7% |
| YTD | +14.2% | -9.8% | +24.0% | +13.2% |
| 1Y | -32.2% | -28.9% | -3.4% | -32.6% |
| All | -54.6% | -9.9% | -44.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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