+8.9%
CRCL vs ICE
-11.0%
+19.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | -11.2% | -2.4% | -8.8% | -9.3% |
| 30D | +27.1% | +4.0% | +23.1% | +24.0% |
| 3M | +9.6% | +13.7% | -4.0% | -0.7% |
| 6M | -19.7% | +0.9% | -20.6% | -17.6% |
| YTD | +14.2% | -2.1% | +16.4% | +18.4% |
| 1Y | -32.2% | -9.5% | -22.7% | -21.5% |
| All | +8.9% | -11.0% | +19.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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