+8,757.3%
STX vs CL
+530.2%
+8,227.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.1% | -16.2% | -16.2% |
| 7D | -33.4% | +5.9% | -39.3% | -35.0% |
| 30D | -42.1% | +13.8% | -55.8% | -45.3% |
| 3M | -44.3% | +6.4% | -50.7% | -46.1% |
| 6M | -39.4% | +15.6% | -55.0% | -44.3% |
| YTD | +70.0% | +27.9% | +42.1% | +48.0% |
| 1Y | +70.2% | +31.4% | +38.8% | +45.8% |
| 3Y | +585.2% | +41.4% | +543.8% | +445.2% |
| 5Y | +455.7% | +42.8% | +412.9% | +331.7% |
| 10Y | +2,007.9% | +79.7% | +1,928.2% | +1,296.8% |
| All | +8,757.3% | +530.2% | +8,227.1% | +3,120.0% |
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 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