+194.4%
STT vs CRL
+354.1%
-159.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +5.1% | +8.9% | -3.8% | +2.1% |
| 30D | -0.2% | +14.0% | -14.2% | -5.0% |
| 3M | -8.1% | +19.8% | -28.0% | -14.3% |
| 6M | +16.6% | +102.0% | -85.4% | -9.9% |
| YTD | +37.8% | +70.8% | -33.0% | +11.3% |
| 1Y | +46.8% | +98.7% | -51.9% | +12.3% |
| 3Y | +181.2% | +98.2% | +83.0% | +98.8% |
| 5Y | +105.1% | -11.7% | +116.8% | +96.2% |
| All | +194.4% | +354.1% | -159.7% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling