+1,184.4%
STX vs CL
+30.5%
+1,153.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +5.6% |
| 7D | +2.4% | -2.2% | +4.5% | +1.3% |
| 30D | +1.4% | -4.8% | +6.2% | -0.8% |
| 3M | -8.2% | +4.9% | -13.1% | -6.0% |
| 6M | +127.0% | -5.7% | +132.7% | +125.0% |
| YTD | +209.1% | +14.4% | +194.8% | +228.7% |
| 1Y | +365.4% | +8.7% | +356.7% | +395.9% |
| All | +1,184.4% | +30.5% | +1,153.9% | +1,351.9% |
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