+352.0%
CRS vs STT
+183.8%
+168.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.9% |
| 3M | -43.2% | -6.5% | -36.8% | -40.5% |
| 6M | -28.9% | +17.2% | -46.1% | -36.9% |
| YTD | -3.0% | +38.2% | -41.2% | -24.3% |
| 1Y | -5.3% | +49.3% | -54.6% | -30.5% |
| All | +352.0% | +183.8% | +168.3% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling