-20.6%
CRCL vs ES
+12.7%
-33.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | -12.5% | -3.5% | -9.0% | -11.9% |
| 30D | +26.9% | -3.0% | +29.9% | +27.5% |
| 3M | +14.4% | -0.3% | +14.7% | +13.9% |
| 6M | -23.5% | -5.2% | -18.4% | -22.6% |
| YTD | +13.9% | +4.8% | +9.1% | +6.7% |
| 1Y | -20.6% | +12.7% | -33.3% | -23.8% |
| All | -20.6% | +12.7% | -33.3% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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