+2,038.9%
STX vs CRS
+814.8%
+1,224.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +16.8% | +7.4% | +9.4% | +14.3% |
| 30D | -27.0% | -21.2% | -5.8% | -21.5% |
| 3M | -37.9% | -43.3% | +5.4% | -25.8% |
| 6M | -32.5% | -29.4% | -3.1% | -24.6% |
| YTD | +98.6% | -4.7% | +103.3% | +100.2% |
| 1Y | +93.6% | -9.6% | +103.2% | +98.6% |
| 3Y | +699.1% | +355.5% | +343.6% | +375.5% |
| 5Y | +481.0% | +826.6% | -345.5% | +164.8% |
| All | +2,038.9% | +814.8% | +1,224.1% | +836.5% |
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