+5,793.7%
CRM vs STT
+515.6%
+5,278.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.5% |
| 7D | -3.5% | +2.2% | -5.7% | -4.2% |
| 30D | +29.3% | +3.9% | +25.4% | +27.3% |
| 3M | +36.8% | +19.2% | +17.6% | +27.5% |
| 6M | +23.9% | +60.4% | -36.5% | +2.9% |
| YTD | -5.5% | +51.5% | -56.9% | -19.9% |
| 1Y | -0.4% | +76.3% | -76.7% | -20.4% |
| 3Y | +12.8% | +200.7% | -188.0% | -26.7% |
| 5Y | -3.5% | +157.5% | -161.0% | -35.2% |
| 10Y | +238.4% | +262.0% | -23.5% | +85.3% |
| All | +5,793.7% | +515.6% | +5,278.2% | +1,817.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling