+664.5%
STM vs CRS
+1,345.8%
-681.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -5.2% | -18.1% | +12.9% | +1.8% |
| 3M | -29.6% | -12.4% | -17.2% | -26.2% |
| 6M | +54.4% | +15.9% | +38.4% | +46.1% |
| YTD | +99.5% | +45.8% | +53.7% | +73.2% |
| 1Y | +100.8% | +87.8% | +13.0% | +54.5% |
| 3Y | +20.2% | +648.7% | -628.6% | -47.7% |
| 5Y | +21.1% | +1,416.6% | -1,395.5% | -61.7% |
| 10Y | +664.5% | +1,412.7% | -748.2% | +127.0% |
| All | +664.5% | +1,345.8% | -681.2% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling