+11.7%
CRCL vs STRL
+154.9%
-143.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | +4.9% | +8.2% | -3.3% | +3.6% |
| 30D | +38.7% | -6.3% | +45.0% | +39.9% |
| 3M | +14.7% | -41.2% | +55.9% | +22.8% |
| 6M | -16.9% | +20.4% | -37.2% | -27.4% |
| YTD | +17.3% | +61.7% | -44.4% | -13.8% |
| 1Y | -21.2% | +72.7% | -93.9% | -43.5% |
| All | +11.7% | +154.9% | -143.2% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling