+99.6%
STM vs CRS
+102.1%
-2.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | -1.0% | -16.6% | +15.6% | +2.8% |
| 3M | -33.3% | -3.5% | -29.8% | -31.8% |
| 6M | +57.4% | +15.4% | +41.9% | +56.2% |
| YTD | +102.2% | +51.2% | +51.0% | +109.2% |
| 1Y | +99.6% | +98.3% | +1.3% | +131.6% |
| All | +99.6% | +102.1% | -2.5% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling