+10.3%
STM vs CRS
+354.4%
-344.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.2% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -14.1% | -22.9% | +8.7% | -7.7% |
| 3M | -17.6% | -46.8% | +29.2% | -1.6% |
| 6M | -24.2% | -30.4% | +6.2% | -15.4% |
| YTD | +73.3% | -5.4% | +78.7% | +80.0% |
| 1Y | +90.1% | -9.0% | +99.1% | +99.0% |
| 3Y | +10.3% | +352.2% | -341.8% | -12.6% |
| All | +10.3% | +354.4% | -344.1% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling