+5,676.4%
CRM vs STZ
+687.0%
+4,989.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -5.0% | -6.0% | +1.1% | -2.7% |
| 30D | +23.6% | -8.9% | +32.5% | +27.7% |
| 3M | +39.6% | -12.6% | +52.2% | +46.2% |
| 6M | +23.4% | -17.2% | +40.7% | +30.7% |
| YTD | -7.4% | -10.0% | +2.7% | -6.1% |
| 1Y | -2.3% | -14.3% | +12.0% | +0.7% |
| 3Y | +10.5% | -49.9% | +60.4% | +37.2% |
| 5Y | -4.7% | -38.2% | +33.5% | +7.9% |
| 10Y | +234.7% | -12.0% | +246.7% | +209.9% |
| All | +5,676.4% | +687.0% | +4,989.4% | +1,582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling