+16,011.1%
STX vs CL
+463.6%
+15,547.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.9% |
| 7D | +2.4% | -2.2% | +4.5% | +3.2% |
| 30D | +1.4% | -4.8% | +6.2% | +3.1% |
| 3M | -8.2% | +4.9% | -13.1% | -11.6% |
| 6M | +127.0% | -5.7% | +132.7% | +128.0% |
| YTD | +209.1% | +14.4% | +194.8% | +183.1% |
| 1Y | +365.4% | +8.7% | +356.7% | +332.0% |
| 3Y | +1,135.4% | +30.0% | +1,105.4% | +916.0% |
| 5Y | +991.5% | +28.4% | +963.1% | +788.5% |
| 10Y | +3,695.8% | +50.1% | +3,645.7% | +2,645.2% |
| All | +16,011.1% | +463.6% | +15,547.4% | +6,058.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling