+8,652.1%
STX vs CRL
+771.0%
+7,881.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.0% | -4.3% |
| 7D | -28.5% | -6.1% | -22.4% | -26.5% |
| 30D | -42.9% | +12.4% | -55.3% | -45.3% |
| 3M | -45.9% | +27.1% | -73.0% | -50.9% |
| 6M | -41.3% | +85.7% | -127.0% | -55.0% |
| YTD | +67.9% | +69.2% | -1.3% | +31.6% |
| 1Y | +66.5% | +97.5% | -31.0% | +22.1% |
| 3Y | +588.0% | +86.1% | +501.9% | +374.5% |
| 5Y | +449.1% | -10.0% | +459.1% | +399.2% |
| 10Y | +1,982.8% | +395.0% | +1,587.9% | +683.7% |
| All | +8,652.1% | +771.0% | +7,881.1% | +1,743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling