+8.5%
CRCL vs STM
+79.0%
-70.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.3% |
| 7D | -12.5% | -1.1% | -11.5% | -12.1% |
| 30D | +26.9% | -7.8% | +34.7% | +30.8% |
| 3M | +14.4% | -28.2% | +42.6% | +27.3% |
| 6M | -23.5% | +52.0% | -75.5% | -37.2% |
| YTD | +13.9% | +96.4% | -82.5% | -14.7% |
| 1Y | -20.6% | +98.8% | -119.4% | -41.1% |
| All | +8.5% | +79.0% | -70.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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