-64.3%
STLA vs CRL
+42.4%
-106.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.8% |
| 7D | +2.6% | -1.0% | +3.6% | +2.9% |
| 30D | -1.2% | +10.7% | -11.9% | -4.4% |
| 3M | -24.8% | +55.3% | -80.0% | -35.2% |
| 6M | -25.6% | +60.7% | -86.2% | -37.3% |
| YTD | -48.9% | +44.6% | -93.6% | -55.7% |
| 1Y | -38.8% | +77.7% | -116.5% | -51.1% |
| All | -64.3% | +42.4% | -106.7% | -72.2% |
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