+201.0%
STT vs CRL
+400.8%
-199.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +1.7% |
| 7D | +0.9% | +4.4% | -3.4% | -0.7% |
| 30D | -2.3% | +17.1% | -19.4% | -7.8% |
| 3M | -7.0% | +32.1% | -39.1% | -15.9% |
| 6M | +15.5% | +98.9% | -83.4% | -10.3% |
| YTD | +35.6% | +77.1% | -41.5% | +8.3% |
| 1Y | +47.9% | +110.3% | -62.4% | +10.9% |
| 3Y | +181.1% | +108.5% | +72.6% | +95.2% |
| 5Y | +108.2% | -7.9% | +116.0% | +96.3% |
| 10Y | +201.0% | +368.9% | -167.9% | +33.4% |
| All | +201.0% | +400.8% | -199.8% | +33.4% |
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