-10.0%
CRM vs STZ
+14.7%
-24.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.3% |
| 7D | -6.2% | +13.0% | -19.2% | -5.8% |
| 30D | -1.2% | +29.4% | -30.6% | +0.3% |
| 3M | +19.1% | +11.6% | +7.5% | +19.3% |
| 6M | +23.0% | -0.2% | +23.2% | +20.6% |
| YTD | -13.7% | +8.6% | -22.2% | -18.2% |
| 1Y | -10.0% | +15.9% | -25.9% | -17.7% |
| All | -10.0% | +14.7% | -24.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling