-2.7%
CRM vs STT
+154.0%
-156.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -8.1% | -1.4% | -6.7% | -7.6% |
| 30D | +23.1% | +2.2% | +20.9% | +21.7% |
| 3M | +42.5% | +18.8% | +23.7% | +31.3% |
| 6M | +25.3% | +57.9% | -32.6% | +0.9% |
| YTD | -7.8% | +51.0% | -58.8% | -24.4% |
| 1Y | +1.0% | +77.1% | -76.1% | -23.3% |
| 3Y | +10.0% | +199.8% | -189.9% | -35.7% |
| All | -2.7% | +154.0% | -156.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling