+11.7%
CRCL vs DASH
-10.1%
+21.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.3% |
| 7D | +4.9% | -12.8% | +17.7% | +14.6% |
| 30D | +38.7% | -6.0% | +44.7% | +43.3% |
| 3M | +14.7% | +26.7% | -12.0% | -4.8% |
| 6M | -16.9% | +11.7% | -28.6% | -25.1% |
| YTD | +17.3% | -12.9% | +30.2% | +27.0% |
| 1Y | -21.2% | -23.1% | +1.9% | -1.6% |
| All | +11.7% | -10.1% | +21.8% | +15.6% |
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