+1,967.8%
STX vs CL
+78.1%
+1,889.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -17.3% | +2.6% | -19.9% | -17.6% |
| 30D | -35.9% | +11.8% | -47.7% | -37.2% |
| 3M | -37.3% | +5.9% | -43.2% | -38.1% |
| 6M | -35.8% | +13.3% | -49.1% | -38.1% |
| YTD | +82.7% | +27.1% | +55.6% | +69.7% |
| 1Y | +71.6% | +28.0% | +43.6% | +58.6% |
| 3Y | +635.3% | +39.4% | +595.9% | +532.9% |
| 5Y | +483.8% | +40.8% | +443.0% | +392.3% |
| 10Y | +1,967.8% | +84.9% | +1,882.9% | +1,428.8% |
| All | +1,967.8% | +78.1% | +1,889.7% | +1,428.8% |
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