+11.7%
CRCL vs ES
+14.0%
-2.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +38.7% | -1.0% | +39.7% | +38.8% |
| 3M | +14.7% | +1.5% | +13.2% | +13.9% |
| 6M | -16.9% | -3.5% | -13.4% | -16.1% |
| YTD | +17.3% | +7.0% | +10.3% | +11.0% |
| 1Y | -21.2% | +15.3% | -36.5% | -25.5% |
| All | +11.7% | +14.0% | -2.2% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling