+48.7%
STLA vs CRL
+244.4%
-195.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +0.4% | -4.6% | +5.0% | +2.2% |
| 30D | -5.2% | +0.5% | -5.7% | -5.5% |
| 3M | -24.9% | +46.6% | -71.5% | -36.1% |
| 6M | -25.2% | +57.3% | -82.4% | -39.0% |
| YTD | -51.4% | +39.5% | -91.0% | -58.9% |
| 1Y | -40.7% | +76.9% | -117.6% | -54.7% |
| 3Y | -66.3% | +39.4% | -105.6% | -73.5% |
| 5Y | -63.2% | -37.2% | -26.1% | -60.7% |
| 10Y | +48.7% | +253.4% | -204.7% | -32.0% |
| All | +48.7% | +244.4% | -195.7% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling