+2,064.8%
STX vs CRL
+356.6%
+1,708.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +10.3% |
| 7D | -1.0% | +5.0% | -6.0% | -2.4% |
| 30D | -26.8% | +13.5% | -40.3% | -29.4% |
| 3M | -32.7% | +21.5% | -54.2% | -36.7% |
| 6M | -33.7% | +103.4% | -137.2% | -48.1% |
| YTD | +101.0% | +71.8% | +29.2% | +64.5% |
| 1Y | +92.7% | +97.5% | -4.8% | +50.0% |
| 3Y | +708.7% | +99.2% | +609.5% | +482.1% |
| 5Y | +504.0% | -12.1% | +516.1% | +478.7% |
| All | +2,064.8% | +356.6% | +1,708.2% | +900.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling