+8.9%
CRCL vs ITW
+12.0%
-3.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.7% |
| 7D | -11.2% | -0.7% | -10.5% | -11.4% |
| 30D | +27.1% | -8.3% | +35.4% | +23.3% |
| 3M | +9.6% | +6.0% | +3.6% | +11.1% |
| 6M | -19.7% | 0.0% | -19.7% | -19.5% |
| YTD | +14.2% | +10.2% | +4.0% | +13.5% |
| 1Y | -32.2% | +3.2% | -35.5% | -34.0% |
| All | +8.9% | +12.0% | -3.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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