+8.5%
CRCL vs DD
+51.6%
-43.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -12.5% | -2.9% | -9.6% | -11.5% |
| 30D | +26.9% | -11.5% | +38.4% | +32.8% |
| 3M | +14.4% | -5.4% | +19.8% | +17.0% |
| 6M | -23.5% | -6.9% | -16.6% | -20.8% |
| YTD | +13.9% | +6.9% | +7.0% | +8.7% |
| 1Y | -20.6% | +35.6% | -56.2% | -29.1% |
| All | +8.5% | +51.6% | -43.1% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling