+71.6%
STX vs CL
+28.1%
+43.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.7% |
| 7D | -17.3% | +2.6% | -19.9% | -14.9% |
| 30D | -35.9% | +11.8% | -47.7% | -27.4% |
| 3M | -37.3% | +5.9% | -43.2% | -32.5% |
| 6M | -35.8% | +13.3% | -49.1% | -25.6% |
| YTD | +82.7% | +27.1% | +55.6% | +155.0% |
| 1Y | +71.6% | +28.0% | +43.6% | +141.6% |
| All | +71.6% | +28.1% | +43.5% | +141.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling