+2,016.3%
STM vs CRS
+4,424.6%
-2,408.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.5% |
| 7D | +1.4% | +4.4% | -2.9% | 0.0% |
| 30D | -8.4% | -19.1% | +10.8% | -1.1% |
| 3M | -15.8% | -43.2% | +27.4% | +4.0% |
| 6M | -22.8% | -28.9% | +6.0% | -12.5% |
| YTD | +79.4% | -3.0% | +82.3% | +78.8% |
| 1Y | +97.0% | -5.3% | +102.3% | +97.7% |
| 3Y | +14.2% | +363.5% | -349.3% | -43.2% |
| 5Y | -4.5% | +858.2% | -862.6% | -66.0% |
| 10Y | +463.1% | +862.9% | -399.8% | +72.2% |
| All | +2,016.3% | +4,424.6% | -2,408.2% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling