+15.6%
DIA vs CRCL
-20.7%
+36.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -1.6% | -11.2% | +9.7% | -1.1% |
| 30D | -2.0% | +27.1% | -29.1% | -3.0% |
| 3M | +3.6% | +9.6% | -6.0% | +2.9% |
| 6M | +11.5% | -19.7% | +31.2% | +11.5% |
| YTD | +10.4% | +14.2% | -3.9% | +8.0% |
| 1Y | +15.6% | -32.2% | +47.8% | +16.3% |
| All | +15.6% | -20.7% | +36.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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