-31.6%
CRCL vs CBOE
+39.5%
-71.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -6.8% | +7.7% | -14.6% | -7.2% |
| 30D | -8.6% | +24.4% | -33.0% | -10.3% |
| 3M | +20.3% | +20.0% | +0.3% | +18.3% |
| 6M | -36.3% | +2.4% | -38.7% | -30.9% |
| YTD | -4.0% | +38.5% | -42.6% | -1.9% |
| 1Y | -31.6% | +39.0% | -70.5% | -30.1% |
| All | -31.6% | +39.5% | -71.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling