+8.9%
CRCL vs ROST
+64.4%
-55.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.3% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | +27.1% | -6.9% | +34.0% | +26.9% |
| 3M | +9.6% | -3.3% | +13.0% | +10.2% |
| 6M | -19.7% | +9.0% | -28.7% | -21.2% |
| YTD | +14.2% | +28.9% | -14.6% | +5.4% |
| 1Y | -32.2% | +54.0% | -86.2% | -41.3% |
| All | +8.9% | +64.4% | -55.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling