+1,972.8%
STX vs CRS
+790.4%
+1,182.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.2% |
| 7D | +14.6% | +4.8% | +9.8% | +13.1% |
| 30D | -26.0% | -23.2% | -2.8% | -19.6% |
| 3M | -42.6% | -45.5% | +2.9% | -30.6% |
| 6M | -35.3% | -33.1% | -2.2% | -26.4% |
| YTD | +92.5% | -7.2% | +99.7% | +95.8% |
| 1Y | +102.4% | -10.0% | +112.4% | +108.0% |
| 3Y | +673.8% | +332.3% | +341.5% | +368.4% |
| 5Y | +463.1% | +801.9% | -338.8% | +158.9% |
| All | +1,972.8% | +790.4% | +1,182.4% | +815.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling