+8.9%
CRCL vs DLR
+10.7%
-1.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -1.5% |
| 7D | -11.2% | +0.1% | -11.3% | -11.3% |
| 30D | +27.1% | -4.3% | +31.4% | +32.7% |
| 3M | +9.6% | +3.8% | +5.8% | +5.0% |
| 6M | -19.7% | +5.8% | -25.5% | -24.6% |
| YTD | +14.2% | +23.5% | -9.3% | -9.5% |
| 1Y | -32.2% | +11.1% | -43.3% | -38.7% |
| All | +8.9% | +10.7% | -1.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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