+8.9%
CRCL vs CNI
+18.3%
-9.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.4% |
| 7D | -11.2% | -0.4% | -10.8% | -11.3% |
| 30D | +27.1% | -2.7% | +29.8% | +26.2% |
| 3M | +9.6% | +3.9% | +5.7% | +10.4% |
| 6M | -19.7% | +16.4% | -36.0% | -19.0% |
| YTD | +14.2% | +25.8% | -11.6% | +11.4% |
| 1Y | -32.2% | +32.4% | -64.6% | -35.1% |
| All | +8.9% | +18.3% | -9.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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