+325.3%
STX vs CRS
+79.6%
+245.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | -2.3% | -6.8% | +4.5% | +0.5% |
| 30D | -5.5% | -16.1% | +10.7% | +1.8% |
| 3M | -4.3% | -21.2% | +16.9% | +6.3% |
| 6M | +115.6% | +8.7% | +106.9% | +112.8% |
| YTD | +202.2% | +41.0% | +161.2% | +173.6% |
| 1Y | +325.3% | +82.7% | +242.6% | +272.2% |
| All | +325.3% | +79.6% | +245.7% | +272.2% |
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