+34.3%
STM vs CRL
+1,379.5%
-1,345.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.5% |
| 7D | +5.8% | -1.0% | +6.8% | +6.2% |
| 30D | -1.0% | +10.7% | -11.7% | -5.0% |
| 3M | -33.3% | +55.3% | -88.5% | -44.8% |
| 6M | +57.4% | +60.7% | -3.3% | +25.8% |
| YTD | +102.2% | +44.6% | +57.6% | +67.6% |
| 1Y | +99.6% | +77.7% | +21.9% | +50.7% |
| 3Y | +14.5% | +37.6% | -23.1% | -8.9% |
| 5Y | +21.4% | -35.8% | +57.2% | +26.9% |
| 10Y | +695.0% | +241.7% | +453.2% | +345.0% |
| All | +34.3% | +1,379.5% | -1,345.2% | -46.0% |
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 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