-10.0%
CRM vs STRL
-30.1%
+20.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.5% | +23.7% | -0.3% |
| 7D | -6.2% | -27.1% | +20.9% | -9.2% |
| 30D | -1.2% | -45.8% | +44.6% | -7.4% |
| 3M | +19.1% | -47.6% | +66.7% | +11.5% |
| 6M | +23.0% | -46.4% | +69.4% | +14.9% |
| YTD | -13.7% | -7.4% | -6.3% | -15.5% |
| 1Y | -10.0% | -25.9% | +15.9% | -10.5% |
| All | -10.0% | -30.1% | +20.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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