+8.9%
CRCL vs ESI
+60.6%
-51.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -11.2% | -4.6% | -6.6% | -9.2% |
| 30D | +27.1% | -10.5% | +37.6% | +33.9% |
| 3M | +9.6% | -19.8% | +29.5% | +18.7% |
| 6M | -19.7% | +5.8% | -25.5% | -26.7% |
| YTD | +14.2% | +38.3% | -24.1% | -20.3% |
| 1Y | -32.2% | +31.5% | -63.8% | -50.5% |
| All | +8.9% | +60.6% | -51.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling