+22.6%
CRCL vs VST
-13.3%
+36.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -2.6% |
| 7D | +17.1% | +8.9% | +8.2% | +12.9% |
| 30D | +61.3% | +6.2% | +55.1% | +57.0% |
| 3M | +12.7% | -2.7% | +15.4% | +13.0% |
| 6M | -3.1% | -8.4% | +5.3% | -0.8% |
| YTD | +28.7% | -7.2% | +35.9% | +29.2% |
| 1Y | -13.1% | -20.9% | +7.8% | -6.1% |
| All | +22.6% | -13.3% | +36.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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