+381.8%
STX vs CRL
+72.1%
+309.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.2% | +6.6% |
| 7D | +10.7% | -0.6% | +11.3% | +10.7% |
| 30D | +11.3% | +5.0% | +6.3% | +10.8% |
| 3M | +3.2% | +50.6% | -47.4% | -1.4% |
| 6M | +157.0% | +60.9% | +96.0% | +141.1% |
| YTD | +229.2% | +40.7% | +188.5% | +220.5% |
| 1Y | +381.8% | +73.3% | +308.5% | +336.6% |
| All | +381.8% | +72.1% | +309.8% | +336.6% |
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