+123.8%
STX vs CRM
-11.3%
+135.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.3% | -7.4% |
| 7D | -20.2% | -6.2% | -14.0% | -21.7% |
| 30D | -37.2% | -1.2% | -36.0% | -37.3% |
| 3M | -34.1% | +19.1% | -53.2% | -29.1% |
| 6M | -24.5% | +23.0% | -47.4% | -13.0% |
| YTD | +102.9% | -13.7% | +116.6% | +149.9% |
| 1Y | +123.8% | -10.0% | +133.8% | +169.9% |
| All | +123.8% | -11.3% | +135.1% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 1y: compounded portfolio wealth divided by compounded CRM 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…
1y analysis · Full analysis span regression · 6 months rolling