+22.6%
CRCL vs STT
+108.8%
-86.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | +17.1% | +0.5% | +16.6% | +16.8% |
| 30D | +61.3% | +3.9% | +57.4% | +55.7% |
| 3M | +12.7% | +20.0% | -7.2% | -4.5% |
| 6M | -3.1% | +55.3% | -58.4% | -40.9% |
| YTD | +28.7% | +53.3% | -24.6% | -21.0% |
| 1Y | -13.1% | +74.7% | -87.8% | -56.5% |
| All | +22.6% | +108.8% | -86.2% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling