+15.6%
CRCL vs DFNS
-99.4%
+115.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.7% |
| 7D | +7.5% | +0.8% | +6.7% | +7.5% |
| 30D | +44.3% | -73.2% | +117.5% | +49.8% |
| 3M | +16.5% | -72.4% | +89.0% | +18.0% |
| 6M | -5.6% | -95.2% | +89.6% | +20.3% |
| YTD | +21.3% | -98.0% | +119.3% | +72.6% |
| 1Y | -14.5% | -98.3% | +83.8% | +18.9% |
| All | +15.6% | -99.4% | +115.0% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling