+15.7%
STM vs CRL
+38.0%
-22.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.4% |
| 7D | +5.8% | -1.0% | +6.8% | +6.1% |
| 30D | -1.0% | +10.7% | -11.7% | -4.4% |
| 3M | -33.3% | +55.3% | -88.5% | -43.4% |
| 6M | +57.4% | +60.7% | -3.3% | +29.2% |
| YTD | +102.2% | +44.6% | +57.6% | +72.5% |
| 1Y | +99.6% | +77.7% | +21.9% | +54.5% |
| All | +15.7% | +38.0% | -22.3% | -13.8% |
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 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