+8.9%
CRCL vs DVA
+32.6%
-23.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -11.2% | -1.3% | -9.9% | -11.3% |
| 30D | +27.1% | 0.0% | +27.1% | +27.2% |
| 3M | +9.6% | -10.9% | +20.6% | +9.3% |
| 6M | -19.7% | +17.3% | -37.0% | -18.0% |
| YTD | +14.2% | +59.8% | -45.6% | +21.4% |
| 1Y | -32.2% | +36.3% | -68.5% | -25.8% |
| All | +8.9% | +32.6% | -23.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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