-13.1%
CRCL vs CME
+8.4%
-21.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.2% |
| 7D | +17.1% | -1.6% | +18.7% | +16.7% |
| 30D | +61.3% | +6.2% | +55.0% | +62.4% |
| 3M | +12.7% | +10.4% | +2.3% | +15.6% |
| 6M | -3.1% | -9.5% | +6.5% | +1.4% |
| YTD | +28.7% | +6.0% | +22.7% | +27.3% |
| 1Y | -13.1% | +9.3% | -22.4% | -12.7% |
| All | -13.1% | +8.4% | -21.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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