+10,197.9%
CRS vs STT
+7,372.9%
+2,825.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.2% | +0.5% | -0.7% | -0.5% |
| 30D | -16.6% | +3.9% | -20.5% | -18.0% |
| 3M | -3.5% | +20.0% | -23.4% | -10.8% |
| 6M | +15.4% | +55.3% | -39.9% | -4.0% |
| YTD | +51.2% | +53.3% | -2.1% | +25.8% |
| 1Y | +98.3% | +74.7% | +23.6% | +55.8% |
| 3Y | +651.5% | +205.8% | +445.7% | +369.7% |
| 5Y | +1,411.1% | +145.0% | +1,266.1% | +919.1% |
| 10Y | +1,424.3% | +266.0% | +1,158.3% | +818.3% |
| All | +10,197.9% | +7,372.9% | +2,825.0% | +3,270.6% |
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