+1,669.3%
CRS vs STLA
+263.8%
+1,405.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | -0.2% | +2.6% | -2.8% | -1.1% |
| 30D | -16.6% | -1.2% | -15.4% | -16.5% |
| 3M | -3.5% | -24.8% | +21.3% | +5.4% |
| 6M | +15.4% | -25.6% | +41.0% | +26.1% |
| YTD | +51.2% | -48.9% | +100.1% | +83.3% |
| 1Y | +98.3% | -38.8% | +137.1% | +122.0% |
| 3Y | +651.5% | -64.5% | +716.1% | +870.4% |
| 5Y | +1,411.1% | -62.4% | +1,473.6% | +1,776.6% |
| 10Y | +1,424.3% | +55.4% | +1,368.9% | +1,227.1% |
| All | +1,669.3% | +263.8% | +1,405.5% | +1,397.8% |
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