+2,285.7%
STM vs CRS
+6,950.9%
-4,665.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | -1.0% | -16.6% | +15.6% | +6.1% |
| 3M | -33.3% | -3.5% | -29.8% | -32.4% |
| 6M | +57.4% | +15.4% | +41.9% | +48.5% |
| YTD | +102.2% | +51.2% | +51.0% | +70.9% |
| 1Y | +99.6% | +98.3% | +1.3% | +47.0% |
| 3Y | +14.5% | +651.5% | -637.0% | -52.6% |
| 5Y | +21.4% | +1,411.1% | -1,389.7% | -63.7% |
| 10Y | +695.0% | +1,424.3% | -729.4% | +101.1% |
| All | +2,285.7% | +6,950.9% | -4,665.1% | +188.0% |
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 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