+1,972.8%
STX vs CL
+88.0%
+1,884.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.3% |
| 7D | +14.6% | +3.2% | +11.4% | +14.1% |
| 30D | -26.0% | +8.0% | -34.0% | -27.0% |
| 3M | -42.6% | +7.9% | -50.5% | -43.5% |
| 6M | -35.3% | +14.7% | -50.0% | -37.7% |
| YTD | +92.5% | +29.2% | +63.3% | +78.2% |
| 1Y | +102.4% | +29.5% | +72.9% | +86.8% |
| 3Y | +673.8% | +40.7% | +633.2% | +566.3% |
| 5Y | +463.1% | +43.9% | +419.2% | +372.2% |
| All | +1,972.8% | +88.0% | +1,884.8% | +1,421.7% |
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