+93.6%
STX vs CRL
+97.0%
-3.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | +16.8% | +8.9% | +8.0% | +14.8% |
| 30D | -27.0% | +14.0% | -41.0% | -27.5% |
| 3M | -37.9% | +19.8% | -57.7% | -38.4% |
| 6M | -32.5% | +102.0% | -134.5% | -37.7% |
| YTD | +98.6% | +70.8% | +27.7% | +93.0% |
| 1Y | +93.6% | +98.7% | -5.1% | +77.4% |
| All | +93.6% | +97.0% | -3.4% | +77.4% |
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