+657.6%
STM vs CRL
+241.6%
+416.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.8% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | -7.4% | +5.0% | -12.3% | -9.7% |
| 3M | -30.6% | +50.6% | -81.2% | -44.7% |
| 6M | +66.4% | +60.9% | +5.4% | +25.0% |
| YTD | +101.1% | +40.7% | +60.4% | +60.8% |
| 1Y | +97.4% | +73.3% | +24.1% | +39.1% |
| 3Y | +21.1% | +40.6% | -19.4% | -12.2% |
| 5Y | +22.5% | -37.0% | +59.4% | +38.6% |
| 10Y | +657.6% | +244.3% | +413.3% | +209.8% |
| All | +657.6% | +241.6% | +416.0% | +209.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling