+1,883.6%
STX vs CL
+74.1%
+1,809.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -28.5% | +1.3% | -29.8% | -28.7% |
| 30D | -42.9% | +11.4% | -54.3% | -44.0% |
| 3M | -45.9% | +4.4% | -50.3% | -46.4% |
| 6M | -41.3% | +10.8% | -52.1% | -43.1% |
| YTD | +67.9% | +25.1% | +42.8% | +56.6% |
| 1Y | +66.5% | +28.0% | +38.6% | +53.8% |
| 3Y | +588.0% | +37.6% | +550.4% | +495.1% |
| 5Y | +449.1% | +39.7% | +409.4% | +364.4% |
| All | +1,883.6% | +74.1% | +1,809.6% | +1,352.0% |
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