+6,508.2%
CRS vs STT
+6,635.6%
-127.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.9% |
| 7D | +4.4% | +0.4% | +3.9% | +4.3% |
| 30D | -19.1% | -0.4% | -18.7% | -18.9% |
| 3M | -43.2% | -6.5% | -36.8% | -41.6% |
| 6M | -28.9% | +17.2% | -46.1% | -33.5% |
| YTD | -3.0% | +38.2% | -41.2% | -15.6% |
| 1Y | -5.3% | +49.3% | -54.6% | -20.3% |
| 3Y | +363.5% | +181.9% | +181.6% | +200.2% |
| 5Y | +858.2% | +106.9% | +751.3% | +594.0% |
| 10Y | +862.9% | +203.1% | +659.8% | +523.7% |
| All | +6,508.2% | +6,635.6% | -127.4% | +2,162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling