+238.9%
CRM vs STT
+271.9%
-33.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | +28.1% | +1.7% | +26.4% | +27.2% |
| 3M | +48.8% | +17.9% | +30.9% | +39.2% |
| 6M | +28.3% | +55.3% | -27.0% | +7.5% |
| YTD | -6.0% | +52.7% | -58.7% | -20.8% |
| 1Y | +1.4% | +75.7% | -74.2% | -19.2% |
| 3Y | +11.8% | +197.9% | -186.1% | -27.8% |
| 5Y | -2.0% | +158.8% | -160.8% | -35.4% |
| All | +238.9% | +271.9% | -33.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling