+7.1%
CRM vs STM
+107.3%
-100.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -1.9% |
| 7D | +1.3% | +5.8% | -4.5% | +1.6% |
| 30D | +34.3% | -1.0% | +35.3% | +34.1% |
| 3M | +37.7% | -33.3% | +71.0% | +35.7% |
| 6M | +34.9% | +57.4% | -22.4% | +24.9% |
| YTD | -1.6% | +102.2% | -103.8% | -15.0% |
| 1Y | +7.1% | +99.6% | -92.5% | -7.8% |
| All | +7.1% | +107.3% | -100.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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