+8.5%
CRCL vs IOT
-18.9%
+27.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | -12.5% | -0.8% | -11.7% | -12.3% |
| 30D | +26.9% | -4.7% | +31.6% | +29.2% |
| 3M | +14.4% | +17.8% | -3.3% | +6.2% |
| 6M | -23.5% | +16.8% | -40.4% | -29.5% |
| YTD | +13.9% | +8.4% | +5.5% | +3.6% |
| 1Y | -20.6% | -0.8% | -19.8% | -24.4% |
| All | +8.5% | -18.9% | +27.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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