+1,339.5%
CRS vs STLA
+51.6%
+1,287.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.1% | -3.8% | -0.3% | -2.3% |
| 30D | -16.6% | -3.1% | -13.5% | -15.7% |
| 3M | -14.3% | -19.6% | +5.4% | -6.0% |
| 6M | +11.6% | -23.5% | +35.1% | +24.4% |
| YTD | +42.6% | -51.5% | +94.1% | +91.5% |
| 1Y | +81.8% | -39.7% | +121.5% | +111.8% |
| 3Y | +632.1% | -66.3% | +698.4% | +962.7% |
| 5Y | +1,401.6% | -63.1% | +1,464.8% | +1,871.9% |
| All | +1,339.5% | +51.6% | +1,287.8% | +980.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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