+8.5%
CRCL vs DVA
+32.5%
-23.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -3.0% |
| 7D | -12.5% | -0.2% | -12.3% | -12.5% |
| 30D | +26.9% | +1.7% | +25.2% | +27.2% |
| 3M | +14.4% | -8.7% | +23.1% | +14.2% |
| 6M | -23.5% | +19.7% | -43.2% | -21.5% |
| YTD | +13.9% | +59.6% | -45.7% | +21.0% |
| 1Y | -20.6% | +37.1% | -57.7% | -13.1% |
| All | +8.5% | +32.5% | -23.9% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling