+4.9%
STM vs CRL
+86.4%
-81.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.8% | -3.4% | +1.8% |
| 7D | -10.7% | -6.1% | -4.6% | -8.8% |
| 30D | -25.7% | +12.4% | -38.1% | -28.5% |
| 3M | -21.6% | +27.1% | -48.7% | -27.6% |
| 6M | -27.8% | +85.7% | -113.5% | -42.7% |
| YTD | +61.8% | +69.2% | -7.4% | +31.4% |
| 1Y | +78.1% | +97.5% | -19.4% | +35.4% |
| 3Y | +4.9% | +86.1% | -81.2% | -27.0% |
| All | +4.9% | +86.4% | -81.5% | -27.0% |
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 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