-52.6%
STLA vs CRL
+85.3%
-138.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.3% | +11.1% | +4.4% |
| 7D | -0.6% | -12.8% | +12.1% | +0.7% |
| 30D | +3.6% | +5.0% | -1.4% | +2.8% |
| 3M | -20.6% | +39.4% | -60.0% | -24.0% |
| 6M | -34.3% | +89.4% | -123.7% | -40.7% |
| YTD | -57.3% | +63.6% | -120.9% | -60.0% |
| 1Y | -52.6% | +83.5% | -136.1% | -58.0% |
| All | -52.6% | +85.3% | -138.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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