+3,343.4%
STX vs CRM
+241.6%
+3,101.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.7% | -4.3% |
| 7D | -2.3% | -4.4% | +2.2% | -1.1% |
| 30D | -5.5% | +28.1% | -33.6% | -13.0% |
| 3M | -4.3% | +48.8% | -53.1% | -17.4% |
| 6M | +115.6% | +28.3% | +87.4% | +92.3% |
| YTD | +202.2% | -6.0% | +208.2% | +199.8% |
| 1Y | +325.3% | +1.4% | +323.9% | +307.5% |
| 3Y | +1,283.9% | +11.8% | +1,272.1% | +1,124.4% |
| 5Y | +1,048.3% | -2.0% | +1,050.3% | +924.5% |
| All | +3,343.4% | +241.6% | +3,101.9% | +1,582.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling