+2,071.0%
STX vs CRL
+400.8%
+1,670.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.7% | +5.1% | +8.3% |
| 7D | -14.8% | +4.4% | -19.1% | -15.7% |
| 30D | -35.4% | +17.1% | -52.4% | -38.3% |
| 3M | -37.7% | +32.1% | -69.8% | -42.9% |
| 6M | -35.2% | +98.9% | -134.2% | -48.9% |
| YTD | +84.4% | +77.1% | +7.3% | +49.5% |
| 1Y | +82.3% | +110.3% | -28.0% | +38.9% |
| 3Y | +646.2% | +108.5% | +537.7% | +429.0% |
| 5Y | +487.4% | -7.9% | +495.3% | +453.6% |
| 10Y | +2,071.0% | +368.9% | +1,702.1% | +907.3% |
| All | +2,071.0% | +400.8% | +1,670.2% | +907.3% |
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 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