+238.9%
CRM vs STZ
-11.3%
+250.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | -4.4% | -4.5% | 0.0% | -3.1% |
| 30D | +28.1% | -8.6% | +36.7% | +31.6% |
| 3M | +48.8% | -13.8% | +62.6% | +55.5% |
| 6M | +28.3% | -17.2% | +45.4% | +34.5% |
| YTD | -6.0% | -9.4% | +3.3% | -5.6% |
| 1Y | +1.4% | -11.9% | +13.3% | +2.8% |
| 3Y | +11.8% | -49.6% | +61.4% | +36.4% |
| 5Y | -2.0% | -37.2% | +35.1% | +8.5% |
| All | +238.9% | -11.3% | +250.2% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling