+862.9%
CRS vs STT
+203.9%
+659.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.4% |
| 7D | +4.4% | +0.4% | +3.9% | +4.2% |
| 30D | -19.1% | -0.4% | -18.7% | -18.8% |
| 3M | -43.2% | -6.5% | -36.8% | -40.2% |
| 6M | -28.9% | +17.2% | -46.1% | -37.6% |
| YTD | -3.0% | +38.2% | -41.2% | -25.8% |
| 1Y | -5.3% | +49.3% | -54.6% | -32.0% |
| 3Y | +363.5% | +181.9% | +181.6% | +97.5% |
| 5Y | +858.2% | +106.9% | +751.3% | +393.2% |
| 10Y | +862.9% | +203.1% | +659.8% | +215.3% |
| All | +862.9% | +203.9% | +659.0% | +215.3% |
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