-73.7%
STLA vs CRL
+86.4%
-160.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.1% | -2.4% |
| 7D | -4.5% | -6.1% | +1.6% | -3.2% |
| 30D | -3.9% | +12.4% | -16.3% | -7.8% |
| 3M | -20.2% | +27.1% | -47.3% | -26.5% |
| 6M | -42.2% | +85.7% | -127.9% | -53.5% |
| YTD | -59.3% | +69.2% | -128.5% | -66.7% |
| 1Y | -56.1% | +97.5% | -153.6% | -66.1% |
| 3Y | -73.7% | +86.1% | -159.7% | -80.8% |
| All | -73.7% | +86.4% | -160.1% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling