+1,048.0%
STX vs CRM
-1.9%
+1,050.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.7% | -4.1% |
| 7D | -2.3% | -4.4% | +2.2% | -1.5% |
| 30D | -5.5% | +28.1% | -33.6% | -10.7% |
| 3M | -4.3% | +48.8% | -53.1% | -13.8% |
| 6M | +115.6% | +28.3% | +87.4% | +100.0% |
| YTD | +202.2% | -6.0% | +208.2% | +210.2% |
| 1Y | +325.3% | +1.4% | +323.9% | +322.3% |
| 3Y | +1,283.9% | +11.8% | +1,272.1% | +1,161.3% |
| All | +1,048.0% | -1.9% | +1,050.0% | +905.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling