-31.6%
CRCL vs CCI
+7.6%
-39.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.5% | -5.3% | -0.4% |
| 7D | -6.8% | +5.0% | -11.9% | -8.0% |
| 30D | -8.6% | +36.4% | -45.0% | -16.7% |
| 3M | +20.3% | +20.4% | -0.1% | +13.8% |
| 6M | -36.3% | +4.9% | -41.2% | -37.3% |
| YTD | -4.0% | +7.8% | -11.8% | -8.8% |
| 1Y | -31.6% | +7.3% | -38.9% | -34.3% |
| All | -31.6% | +7.6% | -39.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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