+15.6%
CRCL vs DLR
+11.2%
+4.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -6.4% |
| 7D | +7.5% | +3.4% | +4.1% | +4.1% |
| 30D | +44.3% | -2.2% | +46.5% | +47.2% |
| 3M | +16.5% | +4.7% | +11.8% | +10.5% |
| 6M | -5.6% | +9.0% | -14.6% | -14.2% |
| YTD | +21.3% | +24.1% | -2.9% | -4.4% |
| 1Y | -14.5% | +20.9% | -35.4% | -27.6% |
| All | +15.6% | +11.2% | +4.3% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling