+8.9%
CRCL vs DD
+51.2%
-42.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -11.2% | -3.5% | -7.7% | -10.0% |
| 30D | +27.1% | -11.7% | +38.8% | +33.1% |
| 3M | +9.6% | -9.2% | +18.9% | +13.7% |
| 6M | -19.7% | -7.2% | -12.5% | -16.7% |
| YTD | +14.2% | +6.6% | +7.6% | +9.2% |
| 1Y | -32.2% | +32.0% | -64.2% | -39.8% |
| All | +8.9% | +51.2% | -42.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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