+8.9%
CRCL vs CBOE
+25.7%
-16.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.3% |
| 7D | -11.2% | -5.8% | -5.4% | -11.2% |
| 30D | +27.1% | -3.1% | +30.3% | +27.0% |
| 3M | +9.6% | -4.8% | +14.4% | +13.5% |
| 6M | -19.7% | -0.6% | -19.1% | -13.3% |
| YTD | +14.2% | +12.8% | +1.5% | +21.9% |
| 1Y | -32.2% | +19.8% | -52.0% | -26.6% |
| All | +8.9% | +25.7% | -16.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling