+8.9%
CRCL vs DT
-5.7%
+14.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | -11.2% | -1.6% | -9.6% | -10.3% |
| 30D | +27.1% | +3.0% | +24.1% | +25.4% |
| 3M | +9.6% | +26.5% | -16.9% | -6.2% |
| 6M | -19.7% | +35.9% | -55.6% | -35.4% |
| YTD | +14.2% | +17.8% | -3.6% | +0.1% |
| 1Y | -32.2% | +4.1% | -36.3% | -33.9% |
| All | +8.9% | -5.7% | +14.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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