+673.8%
STX vs CL
+40.9%
+632.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -2.1% |
| 7D | +14.6% | +3.2% | +11.4% | +16.6% |
| 30D | -26.0% | +8.0% | -34.0% | -22.1% |
| 3M | -42.6% | +7.9% | -50.5% | -39.5% |
| 6M | -35.3% | +14.7% | -50.0% | -29.2% |
| YTD | +92.5% | +29.2% | +63.3% | +119.9% |
| 1Y | +102.4% | +29.5% | +72.9% | +131.7% |
| 3Y | +673.8% | +40.7% | +633.2% | +757.9% |
| All | +673.8% | +40.9% | +632.9% | +757.9% |
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