+8.5%
CRCL vs STRL
+149.6%
-141.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | -12.5% | +5.4% | -17.9% | -13.3% |
| 30D | +26.9% | -9.0% | +35.9% | +28.6% |
| 3M | +14.4% | -37.1% | +51.5% | +21.0% |
| 6M | -23.5% | +17.8% | -41.3% | -33.0% |
| YTD | +13.9% | +58.3% | -44.4% | -16.0% |
| 1Y | -20.6% | +61.0% | -81.6% | -41.9% |
| All | +8.5% | +149.6% | -141.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling