+207.3%
STT vs CRL
+42.4%
+164.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.5% |
| 7D | +0.5% | -1.0% | +1.5% | +0.7% |
| 30D | +3.9% | +10.7% | -6.8% | +1.7% |
| 3M | +20.0% | +55.3% | -35.3% | +9.1% |
| 6M | +55.3% | +60.7% | -5.3% | +39.1% |
| YTD | +53.3% | +44.6% | +8.7% | +40.3% |
| 1Y | +74.7% | +77.7% | -3.0% | +52.0% |
| All | +207.3% | +42.4% | +164.9% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling