-21.9%
CRCL vs DASH
-18.7%
-3.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -2.9% |
| 7D | -13.6% | -2.8% | -10.8% | -12.2% |
| 30D | -23.1% | -9.3% | -13.8% | -18.7% |
| 3M | -3.1% | -15.1% | +12.0% | +5.9% |
| 6M | -42.8% | +8.7% | -51.6% | -48.5% |
| YTD | -18.1% | -21.3% | +3.2% | -6.2% |
| 1Y | -37.6% | -12.7% | -24.9% | -34.4% |
| All | -21.9% | -18.7% | -3.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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