+266.4%
STT vs CRL
+244.4%
+21.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +1.0% | -4.6% | +5.6% | +2.5% |
| 30D | +2.8% | +0.5% | +2.3% | +2.5% |
| 3M | +18.1% | +46.6% | -28.5% | +2.9% |
| 6M | +59.2% | +57.3% | +1.9% | +33.5% |
| YTD | +51.5% | +39.5% | +11.9% | +31.8% |
| 1Y | +75.7% | +76.9% | -1.2% | +39.3% |
| 3Y | +200.8% | +39.4% | +161.4% | +143.0% |
| 5Y | +155.8% | -37.2% | +192.9% | +178.1% |
| 10Y | +266.4% | +253.4% | +13.0% | +74.7% |
| All | +266.4% | +244.4% | +21.9% | +74.7% |
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