+1,412.7%
CRS vs STT
+262.1%
+1,150.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +1.0% | -1.5% | -1.3% |
| 30D | -18.1% | +2.8% | -20.9% | -19.9% |
| 3M | -12.4% | +18.1% | -30.6% | -23.7% |
| 6M | +15.9% | +59.2% | -43.3% | -19.8% |
| YTD | +45.8% | +51.5% | -5.6% | +3.7% |
| 1Y | +87.8% | +75.7% | +12.1% | +18.0% |
| 3Y | +648.7% | +200.8% | +448.0% | +202.5% |
| 5Y | +1,416.6% | +155.8% | +1,260.8% | +549.5% |
| 10Y | +1,412.7% | +266.4% | +1,146.3% | +327.1% |
| All | +1,412.7% | +262.1% | +1,150.6% | +327.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling