+26.0%
DIA vs CRCL
+34.8%
-8.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -1.2% | +4.9% | -6.1% | -1.4% |
| 30D | -2.7% | +38.7% | -41.4% | -3.6% |
| 3M | +3.3% | +14.7% | -11.4% | +2.6% |
| 6M | +10.4% | -16.9% | +27.3% | +10.3% |
| YTD | +10.0% | +17.3% | -7.3% | +8.5% |
| 1Y | +16.2% | -21.2% | +37.4% | +15.3% |
| All | +26.0% | +34.8% | -8.8% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling