-0.8%
CRM vs STZ
-37.6%
+36.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -4.4% | -4.5% | 0.0% | -3.5% |
| 30D | +28.1% | -8.6% | +36.7% | +30.4% |
| 3M | +48.8% | -13.8% | +62.6% | +53.2% |
| 6M | +28.3% | -17.2% | +45.4% | +32.3% |
| YTD | -6.0% | -9.4% | +3.3% | -6.6% |
| 1Y | +1.4% | -11.9% | +13.3% | +1.5% |
| 3Y | +11.8% | -49.6% | +61.4% | +32.9% |
| All | -0.8% | -37.6% | +36.8% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling