+5,793.7%
CRM vs STRL
+12,455.0%
-6,661.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.2% | -7.1% | -4.4% |
| 7D | -3.5% | +10.1% | -13.6% | -5.1% |
| 30D | +29.3% | -8.2% | +37.5% | +30.6% |
| 3M | +36.8% | -43.7% | +80.5% | +47.1% |
| 6M | +23.9% | +27.1% | -3.2% | +9.3% |
| YTD | -5.5% | +64.0% | -69.5% | -21.5% |
| 1Y | -0.4% | +75.2% | -75.6% | -19.7% |
| 3Y | +12.8% | +539.9% | -527.2% | -34.3% |
| 5Y | -3.5% | +2,133.0% | -2,136.5% | -57.7% |
| 10Y | +238.4% | +7,178.3% | -6,939.8% | +2.4% |
| All | +5,793.7% | +12,455.0% | -6,661.3% | +1,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling