+325.3%
STX vs CRM
+2.5%
+322.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.7% | -3.1% |
| 7D | -2.3% | -4.4% | +2.2% | -3.5% |
| 30D | -5.5% | +28.1% | -33.6% | +2.8% |
| 3M | -4.3% | +48.8% | -53.1% | +11.1% |
| 6M | +115.6% | +28.3% | +87.4% | +150.6% |
| YTD | +202.2% | -6.0% | +208.2% | +265.7% |
| 1Y | +325.3% | +1.4% | +323.9% | +410.4% |
| All | +325.3% | +2.5% | +322.8% | +410.4% |
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