+8.5%
CRCL vs CME
+3.4%
+5.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.9% |
| 7D | -12.5% | -2.4% | -10.1% | -12.5% |
| 30D | +26.9% | +6.2% | +20.7% | +26.9% |
| 3M | +14.4% | +4.4% | +10.0% | +17.1% |
| 6M | -23.5% | -9.6% | -13.9% | -18.3% |
| YTD | +13.9% | +3.8% | +10.1% | +11.9% |
| 1Y | -20.6% | +9.5% | -30.1% | -24.8% |
| All | +8.5% | +3.4% | +5.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling