+263.8%
STLA vs CRL
+754.3%
-490.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.9% |
| 7D | +2.6% | -1.0% | +3.6% | +2.9% |
| 30D | -1.2% | +10.7% | -11.9% | -5.0% |
| 3M | -24.8% | +55.3% | -80.0% | -37.1% |
| 6M | -25.6% | +60.7% | -86.2% | -39.4% |
| YTD | -48.9% | +44.6% | -93.6% | -57.2% |
| 1Y | -38.8% | +77.7% | -116.5% | -52.8% |
| 3Y | -64.5% | +37.6% | -102.2% | -71.6% |
| 5Y | -62.4% | -35.8% | -26.6% | -60.9% |
| 10Y | +55.4% | +241.7% | -186.4% | -20.5% |
| All | +263.8% | +754.3% | -490.5% | +49.5% |
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