+75.7%
STT vs CRL
+66.2%
+9.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.0% | -4.6% | +5.6% | +1.6% |
| 30D | +2.8% | +0.5% | +2.3% | +2.7% |
| 3M | +18.1% | +46.6% | -28.5% | +11.9% |
| 6M | +59.2% | +57.3% | +1.9% | +48.1% |
| YTD | +51.5% | +39.5% | +11.9% | +44.6% |
| 1Y | +75.7% | +76.9% | -1.2% | +64.3% |
| All | +75.7% | +66.2% | +9.5% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling