+8.5%
CRCL vs ESI
+59.8%
-51.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -0.7% |
| 7D | -12.5% | -2.3% | -10.2% | -11.6% |
| 30D | +26.9% | -9.0% | +36.0% | +32.8% |
| 3M | +14.4% | -13.3% | +27.7% | +18.4% |
| 6M | -23.5% | +5.3% | -28.8% | -30.0% |
| YTD | +13.9% | +37.6% | -23.7% | -20.3% |
| 1Y | -20.6% | +33.6% | -54.2% | -42.0% |
| All | +8.5% | +59.8% | -51.2% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling