+1,438.1%
CRS vs STT
+150.3%
+1,287.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.8% |
| 7D | -3.1% | +2.2% | -5.2% | -4.4% |
| 30D | -19.6% | +3.9% | -23.5% | -21.6% |
| 3M | -8.1% | +19.2% | -27.3% | -18.1% |
| 6M | +18.6% | +60.4% | -41.8% | -12.3% |
| YTD | +45.9% | +51.5% | -5.6% | +10.9% |
| 1Y | +82.5% | +76.3% | +6.2% | +25.3% |
| 3Y | +648.9% | +200.7% | +448.1% | +266.6% |
| 5Y | +1,438.1% | +157.5% | +1,280.7% | +644.3% |
| All | +1,438.1% | +150.3% | +1,287.8% | +644.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling