+17.0%
CRCL vs RDW
-38.0%
+55.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.8% | +7.9% |
| 7D | -4.5% | -0.4% | -4.2% | -4.7% |
| 30D | +36.1% | -22.8% | +58.8% | +45.6% |
| 3M | +25.2% | -30.6% | +55.8% | +35.5% |
| 6M | -15.6% | +9.4% | -25.0% | -25.9% |
| YTD | +22.8% | +38.0% | -15.2% | -6.3% |
| 1Y | -22.3% | +20.7% | -43.0% | -39.3% |
| All | +17.0% | -38.0% | +55.0% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling