+5,676.4%
CRM vs STM
+305.0%
+5,371.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -5.0% | +1.7% | -6.6% | -5.6% |
| 30D | +23.6% | -5.2% | +28.8% | +25.8% |
| 3M | +39.6% | -29.6% | +69.2% | +53.2% |
| 6M | +23.4% | +54.4% | -30.9% | -5.7% |
| YTD | -7.4% | +99.5% | -106.9% | -37.3% |
| 1Y | -2.3% | +100.8% | -103.1% | -34.8% |
| 3Y | +10.5% | +20.2% | -9.6% | -15.4% |
| 5Y | -4.7% | +21.1% | -25.9% | -29.7% |
| 10Y | +234.7% | +664.5% | -429.8% | -7.7% |
| All | +5,676.4% | +305.0% | +5,371.4% | +1,611.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling