+123.8%
STX vs CRS
-3.8%
+127.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.6% | -6.6% | -7.4% |
| 7D | -20.2% | +4.3% | -24.5% | -21.6% |
| 30D | -37.2% | -25.5% | -11.7% | -29.0% |
| 3M | -34.1% | -48.7% | +14.7% | -11.5% |
| 6M | -24.5% | -31.6% | +7.2% | -8.0% |
| YTD | +102.9% | -7.0% | +110.0% | +114.5% |
| 1Y | +123.8% | -4.5% | +128.3% | +129.1% |
| All | +123.8% | -3.8% | +127.6% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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