+1,007.4%
CRS vs STLA
+178.7%
+828.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -1.4% |
| 7D | +0.2% | -4.9% | +5.1% | +1.9% |
| 30D | -22.9% | -4.9% | -18.0% | -22.2% |
| 3M | -46.8% | -23.7% | -23.2% | -42.7% |
| 6M | -30.4% | -45.0% | +14.5% | -16.8% |
| YTD | -5.4% | -60.9% | +55.5% | +23.9% |
| 1Y | -9.0% | -58.9% | +49.9% | +16.5% |
| 3Y | +352.2% | -74.4% | +426.6% | +546.7% |
| 5Y | +852.2% | -71.5% | +923.8% | +1,183.6% |
| 10Y | +862.6% | +5.3% | +857.4% | +826.4% |
| All | +1,007.4% | +178.7% | +828.7% | +912.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling