+476.2%
STX vs CRL
-12.1%
+488.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | +14.6% | +0.1% | +14.5% | +14.6% |
| 30D | -26.0% | +11.9% | -37.9% | -27.8% |
| 3M | -42.6% | +20.2% | -62.8% | -45.3% |
| 6M | -35.3% | +107.5% | -142.8% | -47.7% |
| YTD | +92.5% | +69.4% | +23.0% | +63.4% |
| 1Y | +102.4% | +99.7% | +2.7% | +63.1% |
| 3Y | +673.8% | +98.8% | +575.1% | +479.3% |
| All | +476.2% | -12.1% | +488.3% | +450.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling