+483.8%
STX vs CL
+41.7%
+442.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -17.3% | +2.6% | -19.9% | -16.7% |
| 30D | -35.9% | +11.8% | -47.7% | -33.9% |
| 3M | -37.3% | +5.9% | -43.2% | -36.0% |
| 6M | -35.8% | +13.3% | -49.1% | -33.7% |
| YTD | +82.7% | +27.1% | +55.6% | +90.1% |
| 1Y | +71.6% | +28.0% | +43.6% | +78.5% |
| 3Y | +635.3% | +39.4% | +595.9% | +630.3% |
| 5Y | +483.8% | +40.8% | +443.0% | +482.0% |
| All | +483.8% | +41.7% | +442.0% | +482.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling