+11.8%
CRM vs STLA
-66.1%
+78.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.6% |
| 7D | -4.4% | -2.9% | -1.6% | -3.9% |
| 30D | +28.1% | +0.9% | +27.2% | +27.9% |
| 3M | +48.8% | -21.6% | +70.5% | +54.0% |
| 6M | +28.3% | -21.6% | +49.9% | +31.8% |
| YTD | -6.0% | -50.4% | +44.4% | +3.9% |
| 1Y | +1.4% | -43.6% | +45.0% | +8.7% |
| 3Y | +11.8% | -66.4% | +78.3% | +17.6% |
| All | +11.8% | -66.1% | +78.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling