-13.1%
CRCL vs ESI
+44.5%
-57.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -2.6% |
| 7D | +17.1% | +3.3% | +13.8% | +15.4% |
| 30D | +61.3% | -5.9% | +67.1% | +66.1% |
| 3M | +12.7% | -14.1% | +26.8% | +18.1% |
| 6M | -3.1% | +6.6% | -9.6% | -12.7% |
| YTD | +28.7% | +45.0% | -16.3% | -20.3% |
| 1Y | -13.1% | +41.5% | -54.6% | -44.4% |
| All | -13.1% | +44.5% | -57.7% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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