-13.1%
CRCL vs RDW
+24.9%
-38.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.6% |
| 7D | +17.1% | -3.1% | +20.2% | +18.2% |
| 30D | +61.3% | -1.8% | +63.0% | +60.8% |
| 3M | +12.7% | -50.9% | +63.6% | +34.4% |
| 6M | -3.1% | +13.5% | -16.5% | -16.8% |
| YTD | +28.7% | +38.6% | -9.9% | -5.8% |
| 1Y | -13.1% | +28.3% | -41.4% | -37.1% |
| All | -13.1% | +24.9% | -38.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling