+11.7%
CRCL vs IRM
+19.5%
-7.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | +4.9% | +3.0% | +1.9% | +2.8% |
| 30D | +38.7% | -5.2% | +43.9% | +44.0% |
| 3M | +14.7% | -8.0% | +22.7% | +21.8% |
| 6M | -16.9% | +9.2% | -26.0% | -22.3% |
| YTD | +17.3% | +41.0% | -23.7% | -12.8% |
| 1Y | -21.2% | +23.3% | -44.4% | -33.2% |
| All | +11.7% | +19.5% | -7.8% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling