+238.9%
CRM vs STM
+672.2%
-433.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | +28.1% | -4.9% | +33.1% | +29.8% |
| 3M | +48.8% | -34.0% | +82.8% | +64.1% |
| 6M | +28.3% | +51.8% | -23.6% | +2.7% |
| YTD | -6.0% | +99.4% | -105.4% | -32.5% |
| 1Y | +1.4% | +99.1% | -97.6% | -27.8% |
| 3Y | +11.8% | +19.5% | -7.6% | -9.8% |
| 5Y | -2.0% | +19.5% | -21.5% | -23.5% |
| All | +238.9% | +672.2% | -433.3% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling