+8.5%
CRCL vs STT
+105.6%
-97.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | -12.5% | -1.4% | -11.1% | -11.4% |
| 30D | +26.9% | +2.2% | +24.7% | +24.3% |
| 3M | +14.4% | +18.8% | -4.4% | -2.3% |
| 6M | -23.5% | +57.9% | -81.4% | -54.9% |
| YTD | +13.9% | +51.0% | -37.1% | -29.1% |
| 1Y | -20.6% | +77.1% | -97.7% | -61.2% |
| All | +8.5% | +105.6% | -97.1% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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