+1,416.6%
CRS vs STLA
-63.2%
+1,479.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -18.1% | -5.2% | -12.9% | -16.9% |
| 3M | -12.4% | -24.9% | +12.4% | -4.7% |
| 6M | +15.9% | -25.2% | +41.1% | +25.9% |
| YTD | +45.8% | -51.4% | +97.2% | +78.6% |
| 1Y | +87.8% | -40.7% | +128.4% | +109.3% |
| 3Y | +648.7% | -66.3% | +715.0% | +863.3% |
| 5Y | +1,416.6% | -63.2% | +1,479.9% | +1,655.4% |
| All | +1,416.6% | -63.2% | +1,479.8% | +1,655.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling