+8.5%
CRCL vs SITM
+192.9%
-184.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.4% |
| 7D | -12.5% | +4.8% | -17.3% | -13.5% |
| 30D | +26.9% | -9.7% | +36.6% | +29.4% |
| 3M | +14.4% | -9.3% | +23.8% | +13.9% |
| 6M | -23.5% | +69.5% | -93.0% | -38.9% |
| YTD | +13.9% | +70.5% | -56.6% | -11.1% |
| 1Y | -20.6% | +145.3% | -165.8% | -49.2% |
| All | +8.5% | +192.9% | -184.4% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling