+3,476.8%
STX vs CRS
+1,409.1%
+2,067.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -2.0% |
| 7D | +8.0% | -4.1% | +12.1% | +9.4% |
| 30D | +5.1% | -16.6% | +21.7% | +11.3% |
| 3M | +5.8% | -14.3% | +20.0% | +11.2% |
| 6M | +124.9% | +11.6% | +113.4% | +117.4% |
| YTD | +213.9% | +42.6% | +171.3% | +179.7% |
| 1Y | +350.4% | +81.8% | +268.6% | +270.9% |
| 3Y | +1,314.2% | +632.1% | +682.2% | +627.0% |
| 5Y | +1,092.8% | +1,401.6% | -308.8% | +371.5% |
| All | +3,476.8% | +1,409.1% | +2,067.7% | +1,251.4% |
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