-31.6%
CRCL vs SITM
+47.5%
-79.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.5% | +2.7% |
| 7D | -6.8% | -19.5% | +12.7% | -3.7% |
| 30D | -8.6% | -43.2% | +34.6% | -0.9% |
| 3M | +20.3% | -30.8% | +51.2% | +25.2% |
| 6M | -36.3% | -28.6% | -7.7% | -33.8% |
| YTD | -4.0% | +14.2% | -18.2% | -8.4% |
| 1Y | -31.6% | +44.4% | -76.0% | -35.9% |
| All | -31.6% | +47.5% | -79.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling