+82.7%
CRS vs STLA
-40.1%
+122.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.4% |
| 7D | -6.8% | -2.9% | -3.9% | -6.4% |
| 30D | -16.1% | +0.9% | -17.1% | -16.2% |
| 3M | -21.2% | -21.6% | +0.5% | -18.9% |
| 6M | +8.7% | -21.6% | +30.3% | +12.0% |
| YTD | +41.0% | -50.4% | +91.4% | +47.9% |
| 1Y | +82.7% | -43.6% | +126.2% | +87.8% |
| All | +82.7% | -40.1% | +122.8% | +87.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling