+8.9%
CRCL vs IRM
+19.4%
-10.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -1.2% |
| 7D | -11.2% | -1.4% | -9.8% | -10.2% |
| 30D | +27.1% | -7.4% | +34.5% | +34.3% |
| 3M | +9.6% | -7.4% | +17.0% | +15.7% |
| 6M | -19.7% | +8.7% | -28.4% | -24.7% |
| YTD | +14.2% | +40.9% | -26.7% | -15.0% |
| 1Y | -32.2% | +20.5% | -52.8% | -42.4% |
| All | +8.9% | +19.4% | -10.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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