+1,038.8%
CRM vs STLA
+252.7%
+786.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -3.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | +29.3% | -2.4% | +31.6% | +30.0% |
| 3M | +36.8% | -23.9% | +60.7% | +44.6% |
| 6M | +23.9% | -24.6% | +48.5% | +30.3% |
| YTD | -5.5% | -50.5% | +45.0% | +7.7% |
| 1Y | -0.4% | -39.8% | +39.4% | +7.9% |
| 3Y | +12.8% | -65.6% | +78.4% | +33.6% |
| 5Y | -3.5% | -62.1% | +58.6% | +9.9% |
| 10Y | +238.4% | +47.8% | +190.7% | +190.7% |
| All | +1,038.8% | +252.7% | +786.1% | +714.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling