+3,676.0%
STX vs CRL
+241.6%
+3,434.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.2% | +7.3% |
| 7D | +10.7% | -0.6% | +11.3% | +10.8% |
| 30D | +11.3% | +5.0% | +6.3% | +9.2% |
| 3M | +3.2% | +50.6% | -47.4% | -10.9% |
| 6M | +157.0% | +60.9% | +96.0% | +114.2% |
| YTD | +229.2% | +40.7% | +188.5% | +186.0% |
| 1Y | +381.8% | +73.3% | +308.5% | +285.4% |
| 3Y | +1,383.2% | +40.6% | +1,342.6% | +1,096.1% |
| 5Y | +1,144.9% | -37.0% | +1,181.9% | +1,228.3% |
| 10Y | +3,676.0% | +244.3% | +3,431.7% | +1,750.0% |
| All | +3,676.0% | +241.6% | +3,434.4% | +1,750.0% |
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