-32.2%
CRCL vs ROST
+55.6%
-87.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.2% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | +27.1% | -6.9% | +34.0% | +27.5% |
| 3M | +9.6% | -3.3% | +13.0% | +10.5% |
| 6M | -19.7% | +9.0% | -28.7% | -23.4% |
| YTD | +14.2% | +28.9% | -14.6% | -5.8% |
| 1Y | -32.2% | +54.0% | -86.2% | -55.5% |
| All | -32.2% | +55.6% | -87.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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