-32.7%
CRCL vs RDW
+10.6%
-43.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +2.5% |
| 7D | -6.8% | -14.3% | +7.5% | -3.0% |
| 30D | -8.6% | -26.0% | +17.4% | -1.2% |
| 3M | +20.3% | -27.4% | +47.7% | +28.9% |
| 6M | -36.3% | -10.6% | -25.7% | -40.5% |
| YTD | -4.0% | +1.6% | -5.6% | -23.0% |
| All | -32.7% | +10.6% | -43.3% | -47.9% |
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