+558.9%
STX vs CRCL
+31.3%
+527.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -2.3% | -11.2% | +9.0% | -1.5% |
| 30D | -5.5% | +27.1% | -32.6% | -7.5% |
| 3M | -4.3% | +9.6% | -13.9% | -5.7% |
| 6M | +115.6% | -19.7% | +135.3% | +114.7% |
| YTD | +202.2% | +14.2% | +187.9% | +193.2% |
| 1Y | +325.3% | -32.2% | +357.5% | +312.6% |
| All | +558.9% | +31.3% | +527.6% | +554.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 10y: compounded portfolio wealth divided by compounded CRCL 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…
10y analysis · Full analysis span regression · 6 months rolling