+8.9%
CRCL vs SITM
+209.2%
-200.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.0% |
| 7D | -11.2% | +3.9% | -15.1% | -12.0% |
| 30D | +27.1% | -6.6% | +33.7% | +28.5% |
| 3M | +9.6% | -11.9% | +21.5% | +10.3% |
| 6M | -19.7% | +81.1% | -100.8% | -37.0% |
| YTD | +14.2% | +80.0% | -65.7% | -12.0% |
| 1Y | -32.2% | +145.8% | -178.1% | -56.0% |
| All | +8.9% | +209.2% | -200.3% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling