+15.6%
CRCL vs ESI
+69.3%
-53.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -6.0% |
| 7D | +7.5% | +5.4% | +2.1% | +4.9% |
| 30D | +44.3% | -4.2% | +48.5% | +47.2% |
| 3M | +16.5% | -9.6% | +26.1% | +18.3% |
| 6M | -5.6% | +18.3% | -23.9% | -19.1% |
| YTD | +21.3% | +45.8% | -24.5% | -17.5% |
| 1Y | -14.5% | +39.2% | -53.6% | -39.3% |
| All | +15.6% | +69.3% | -53.7% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling