+11.7%
CRCL vs ROST
+60.5%
-48.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.6% | -3.3% |
| 7D | +4.9% | -2.2% | +7.1% | +4.9% |
| 30D | +38.7% | -11.4% | +50.1% | +38.5% |
| 3M | +14.7% | -1.6% | +16.3% | +15.0% |
| 6M | -16.9% | +6.8% | -23.7% | -18.6% |
| YTD | +17.3% | +25.8% | -8.5% | +8.1% |
| 1Y | -21.2% | +52.4% | -73.6% | -31.4% |
| All | +11.7% | +60.5% | -48.8% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling