+8.9%
CRCL vs STLA
-45.0%
+53.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.1% |
| 7D | -11.2% | -2.9% | -8.3% | -10.7% |
| 30D | +27.1% | +0.9% | +26.2% | +26.9% |
| 3M | +9.6% | -21.6% | +31.3% | +13.6% |
| 6M | -19.7% | -21.6% | +1.9% | -16.7% |
| YTD | +14.2% | -50.4% | +64.7% | +30.2% |
| 1Y | -32.2% | -43.6% | +11.3% | -26.3% |
| All | +8.9% | -45.0% | +53.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling