+7.4%
STM vs CRL
+1,630.9%
-1,623.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.8% | -3.4% | +1.3% |
| 7D | -10.7% | -6.1% | -4.6% | -8.4% |
| 30D | -25.7% | +12.4% | -38.1% | -29.1% |
| 3M | -21.6% | +27.1% | -48.7% | -28.9% |
| 6M | -27.8% | +85.7% | -113.5% | -45.1% |
| YTD | +61.8% | +69.2% | -7.4% | +25.7% |
| 1Y | +78.1% | +97.5% | -19.4% | +29.8% |
| 3Y | +4.9% | +86.1% | -81.2% | -26.1% |
| 5Y | -14.3% | -10.0% | -4.2% | -21.3% |
| 10Y | +414.1% | +395.0% | +19.1% | +152.3% |
| All | +7.4% | +1,630.9% | -1,623.4% | -59.5% |
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