+8.5%
CRCL vs DFNS
-99.4%
+108.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -2.9% |
| 7D | -12.5% | -3.3% | -9.2% | -12.4% |
| 30D | +26.9% | -73.1% | +100.0% | +31.8% |
| 3M | +14.4% | -71.4% | +85.8% | +14.8% |
| 6M | -23.5% | -93.8% | +70.3% | -5.7% |
| YTD | +13.9% | -98.0% | +111.9% | +62.3% |
| 1Y | -20.6% | -98.2% | +77.6% | +9.4% |
| All | +8.5% | -99.4% | +108.0% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 5y: compounded portfolio wealth divided by compounded DFNS 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…
5y analysis · Full analysis span regression · 6 months rolling