+8.5%
CRCL vs DRI
-0.2%
+8.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -3.0% |
| 7D | -12.5% | -4.8% | -7.7% | -13.0% |
| 30D | +26.9% | -5.2% | +32.1% | +26.2% |
| 3M | +14.4% | +2.7% | +11.7% | +14.4% |
| 6M | -23.5% | +3.6% | -27.1% | -23.0% |
| YTD | +13.9% | +15.4% | -1.5% | +7.5% |
| 1Y | -20.6% | +1.3% | -21.8% | -16.5% |
| All | +8.5% | -0.2% | +8.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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