+646.2%
STX vs CL
+39.1%
+607.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.4% | +10.6% |
| 7D | -14.8% | +0.5% | -15.3% | -14.4% |
| 30D | -35.4% | +11.6% | -46.9% | -30.9% |
| 3M | -37.7% | +5.6% | -43.3% | -35.0% |
| 6M | -35.2% | +13.2% | -48.4% | -29.8% |
| YTD | +84.4% | +26.9% | +57.5% | +108.5% |
| 1Y | +82.3% | +27.3% | +54.9% | +106.5% |
| 3Y | +646.2% | +39.7% | +606.5% | +718.8% |
| All | +646.2% | +39.1% | +607.1% | +718.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling