+2,108.4%
STX vs CL
+84.6%
+2,023.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -26.8% | +9.5% | -36.3% | -28.0% |
| 3M | -32.7% | +6.8% | -39.5% | -33.6% |
| 6M | -33.7% | +14.3% | -48.0% | -36.3% |
| YTD | +101.0% | +27.0% | +74.0% | +86.6% |
| 1Y | +92.7% | +26.3% | +66.4% | +78.8% |
| 3Y | +708.7% | +39.3% | +669.4% | +596.2% |
| 5Y | +504.0% | +41.5% | +462.5% | +408.0% |
| 10Y | +2,108.4% | +84.1% | +2,024.3% | +1,530.7% |
| All | +2,108.4% | +84.6% | +2,023.8% | +1,530.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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