+123.8%
STX vs CRL
+85.3%
+38.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.3% | -0.9% | -7.1% |
| 7D | -20.2% | -12.8% | -7.4% | -18.7% |
| 30D | -37.2% | +5.0% | -42.2% | -36.8% |
| 3M | -34.1% | +39.4% | -73.4% | -34.5% |
| 6M | -24.5% | +89.4% | -113.8% | -27.7% |
| YTD | +102.9% | +63.6% | +39.4% | +102.8% |
| 1Y | +123.8% | +83.5% | +40.3% | +130.3% |
| All | +123.8% | +85.3% | +38.4% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling