+8.5%
CRCL vs CBOE
+28.6%
-20.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.9% |
| 7D | -12.5% | -3.7% | -8.8% | -12.5% |
| 30D | +26.9% | +2.0% | +25.0% | +26.8% |
| 3M | +14.4% | -4.2% | +18.7% | +18.9% |
| 6M | -23.5% | +1.2% | -24.7% | -17.6% |
| YTD | +13.9% | +15.4% | -1.5% | +21.5% |
| 1Y | -20.6% | +23.5% | -44.1% | -14.1% |
| All | +8.5% | +28.6% | -20.0% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling