+22.6%
CRCL vs CI
-7.0%
+29.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +17.1% | +1.3% | +15.8% | +16.8% |
| 30D | +61.3% | +4.4% | +56.8% | +59.5% |
| 3M | +12.7% | +0.7% | +12.1% | +12.0% |
| 6M | -3.1% | +0.3% | -3.4% | -3.8% |
| YTD | +28.7% | +3.8% | +24.9% | +26.6% |
| 1Y | -13.1% | -5.5% | -7.6% | -9.4% |
| All | +22.6% | -7.0% | +29.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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