-32.2%
CRCL vs SITM
+155.7%
-187.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.7% |
| 7D | -11.2% | +3.9% | -15.1% | -11.9% |
| 30D | +27.1% | -6.6% | +33.7% | +28.2% |
| 3M | +9.6% | -11.9% | +21.5% | +10.0% |
| 6M | -19.7% | +81.1% | -100.8% | -32.9% |
| YTD | +14.2% | +80.0% | -65.7% | -5.4% |
| 1Y | -32.2% | +145.8% | -178.1% | -48.4% |
| All | -32.2% | +155.7% | -187.9% | -48.4% |
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