-3.9%
CRM vs STRL
+2,049.2%
-2,053.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -8.1% | +5.4% | -13.5% | -8.5% |
| 30D | +23.1% | -9.0% | +32.0% | +23.6% |
| 3M | +42.5% | -37.1% | +79.6% | +46.2% |
| 6M | +25.3% | +17.8% | +7.5% | +14.4% |
| YTD | -7.8% | +58.3% | -66.1% | -21.0% |
| 1Y | +1.0% | +61.0% | -60.0% | -15.2% |
| 3Y | +10.0% | +517.8% | -507.8% | -37.5% |
| 5Y | -3.9% | +2,119.0% | -2,122.9% | -65.1% |
| All | -3.9% | +2,049.2% | -2,053.1% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling