-31.6%
CRCL vs CMI
+10.9%
-42.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.8% | +7.0% | +3.0% |
| 7D | -6.8% | -11.2% | +4.4% | -3.2% |
| 30D | -8.6% | -9.8% | +1.2% | -5.4% |
| 3M | +20.3% | -25.5% | +45.9% | +31.1% |
| 6M | -36.3% | -27.7% | -8.7% | -30.4% |
| YTD | -4.0% | -6.6% | +2.6% | -7.2% |
| 1Y | -31.6% | +11.7% | -43.2% | -36.4% |
| All | -31.6% | +10.9% | -42.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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