+21.1%
STM vs CRS
+653.3%
-632.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.5% |
| 7D | +5.2% | -3.1% | +8.3% | +6.1% |
| 30D | -7.4% | -19.6% | +12.2% | -1.4% |
| 3M | -30.6% | -8.1% | -22.6% | -28.8% |
| 6M | +66.4% | +18.6% | +47.8% | +59.9% |
| YTD | +101.1% | +45.9% | +55.3% | +83.9% |
| 1Y | +97.4% | +82.5% | +14.9% | +68.6% |
| 3Y | +21.1% | +648.9% | -627.8% | -27.9% |
| All | +21.1% | +653.3% | -632.1% | -27.9% |
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