-57.3%
STLA vs CRL
+111.4%
-168.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.7% |
| 7D | -6.4% | +4.4% | -10.7% | -7.0% |
| 30D | -1.3% | +17.1% | -18.4% | -3.4% |
| 3M | -19.9% | +32.1% | -52.0% | -23.1% |
| 6M | -42.9% | +98.9% | -141.8% | -49.4% |
| YTD | -59.4% | +77.1% | -136.5% | -63.0% |
| All | -57.3% | +111.4% | -168.7% | -66.8% |
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 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