-16.5%
CRCL vs DOC
+29.6%
-46.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.6% |
| 7D | -13.1% | +6.2% | -19.4% | -15.7% |
| 30D | -17.4% | +6.5% | -23.9% | -20.1% |
| 3M | +9.8% | -6.2% | +16.0% | +13.3% |
| 6M | -39.2% | +25.6% | -64.7% | -46.9% |
| YTD | -12.4% | +32.1% | -44.5% | -24.4% |
| 1Y | -38.5% | +20.3% | -58.8% | -44.4% |
| All | -16.5% | +29.6% | -46.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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