+13,165.5%
STX vs CRM
+6,523.6%
+6,641.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.4% |
| 7D | +9.6% | -5.0% | +14.5% | +11.2% |
| 30D | +10.6% | +23.6% | -13.0% | +1.7% |
| 3M | +4.8% | +39.6% | -34.8% | -9.4% |
| 6M | +137.3% | +23.4% | +113.8% | +110.2% |
| YTD | +222.5% | -7.4% | +229.9% | +213.3% |
| 1Y | +366.2% | -2.3% | +368.5% | +341.9% |
| 3Y | +1,352.9% | +10.5% | +1,342.4% | +1,176.2% |
| 5Y | +1,077.4% | -4.7% | +1,082.2% | +956.4% |
| 10Y | +3,621.5% | +234.7% | +3,386.8% | +1,929.9% |
| All | +13,165.5% | +6,523.6% | +6,641.9% | +2,352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling