-27.8%
STM vs CRL
+80.3%
-108.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.8% | -3.4% | +3.4% |
| 7D | -10.7% | -6.1% | -4.6% | -10.7% |
| 30D | -25.7% | +12.4% | -38.1% | -25.1% |
| 3M | -21.6% | +27.1% | -48.7% | -19.3% |
| 6M | -27.8% | +85.7% | -113.5% | -19.0% |
| All | -27.8% | +80.3% | -108.1% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling