+15.6%
CRCL vs CME
+4.5%
+11.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.7% |
| 7D | +7.5% | -2.9% | +10.4% | +7.4% |
| 30D | +44.3% | +5.5% | +38.7% | +44.2% |
| 3M | +16.5% | +11.0% | +5.6% | +17.3% |
| 6M | -5.6% | -9.7% | +4.1% | +0.8% |
| YTD | +21.3% | +4.9% | +16.4% | +19.1% |
| 1Y | -14.5% | +10.1% | -24.6% | -18.6% |
| All | +15.6% | +4.5% | +11.1% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling