+588.0%
STX vs CL
+38.3%
+549.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -2.4% |
| 7D | -28.5% | +1.3% | -29.8% | -27.7% |
| 30D | -42.9% | +11.4% | -54.3% | -39.0% |
| 3M | -45.9% | +4.4% | -50.3% | -43.9% |
| 6M | -41.3% | +10.8% | -52.1% | -37.0% |
| YTD | +67.9% | +25.1% | +42.8% | +88.6% |
| 1Y | +66.5% | +28.0% | +38.6% | +88.0% |
| 3Y | +588.0% | +37.6% | +550.4% | +646.2% |
| All | +588.0% | +38.3% | +549.7% | +646.2% |
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