+189.9%
STLA vs CRL
+899.5%
-709.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.1% | -3.1% |
| 7D | -4.5% | -6.1% | +1.6% | -2.9% |
| 30D | -3.9% | +12.4% | -16.3% | -8.8% |
| 3M | -20.2% | +27.1% | -47.3% | -28.0% |
| 6M | -42.2% | +85.7% | -127.9% | -55.5% |
| YTD | -59.3% | +69.2% | -128.5% | -68.2% |
| 1Y | -56.1% | +97.5% | -153.6% | -67.7% |
| 3Y | -73.7% | +86.1% | -159.7% | -81.4% |
| 5Y | -70.3% | -10.0% | -60.2% | -73.1% |
| 10Y | +23.1% | +395.0% | -371.9% | -45.3% |
| All | +189.9% | +899.5% | -709.6% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling