+11.8%
CRM vs STRL
+546.4%
-534.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +1.9% |
| 7D | -4.4% | +5.0% | -9.5% | -4.5% |
| 30D | +28.1% | -6.9% | +35.0% | +28.2% |
| 3M | +48.8% | -39.1% | +87.9% | +50.7% |
| 6M | +28.3% | +21.5% | +6.8% | +20.8% |
| YTD | -6.0% | +66.9% | -72.9% | -15.7% |
| 1Y | +1.4% | +61.6% | -60.2% | -9.6% |
| 3Y | +11.8% | +560.0% | -548.2% | -25.0% |
| All | +11.8% | +546.4% | -534.5% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling