-62.1%
STLA vs CRL
-37.4%
-24.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.2% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -2.4% | +5.0% | -7.3% | -4.0% |
| 3M | -23.9% | +50.6% | -74.5% | -34.2% |
| 6M | -24.6% | +60.9% | -85.5% | -37.0% |
| YTD | -50.5% | +40.7% | -91.3% | -57.0% |
| 1Y | -39.8% | +73.3% | -113.2% | -51.8% |
| 3Y | -65.6% | +40.6% | -106.2% | -72.3% |
| 5Y | -62.1% | -37.0% | -25.1% | -65.6% |
| All | -62.1% | -37.4% | -24.7% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling