-50.9%
CRCL vs ES
+7.8%
-58.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.3% |
| 7D | -8.4% | +2.7% | -11.1% | -7.7% |
| 30D | -21.8% | +7.6% | -29.4% | -20.4% |
| 3M | -17.5% | +0.5% | -18.0% | -17.0% |
| 6M | -50.9% | +7.6% | -58.5% | -50.7% |
| All | -50.9% | +7.8% | -58.7% | -50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling