+8.9%
CRCL vs CDW
-10.8%
+19.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.5% | -0.1% |
| 7D | -11.2% | +0.9% | -12.1% | -11.3% |
| 30D | +27.1% | +13.1% | +14.0% | +27.0% |
| 3M | +9.6% | +19.7% | -10.0% | +9.8% |
| 6M | -19.7% | +30.7% | -50.4% | -20.9% |
| YTD | +14.2% | +14.7% | -0.5% | +16.5% |
| 1Y | -32.2% | -5.3% | -26.9% | -31.0% |
| All | +8.9% | -10.8% | +19.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling