+19.8%
STLA vs CRL
+400.8%
-381.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -2.0% |
| 7D | -6.4% | +4.4% | -10.7% | -8.3% |
| 30D | -1.3% | +17.1% | -18.4% | -7.9% |
| 3M | -19.9% | +32.1% | -52.0% | -29.0% |
| 6M | -42.9% | +98.9% | -141.8% | -57.6% |
| YTD | -59.4% | +77.1% | -136.5% | -69.0% |
| 1Y | -56.8% | +110.3% | -167.1% | -69.4% |
| 3Y | -73.1% | +108.5% | -181.6% | -82.2% |
| 5Y | -70.1% | -7.9% | -62.2% | -72.8% |
| 10Y | +19.8% | +368.9% | -349.1% | -48.8% |
| All | +19.8% | +400.8% | -381.1% | -48.8% |
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