+1,102.0%
STX vs CRS
+1,446.5%
-344.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.5% | +10.0% | +7.7% |
| 7D | +10.7% | -3.1% | +13.8% | +11.8% |
| 30D | +11.3% | -19.6% | +30.9% | +19.6% |
| 3M | +3.2% | -8.1% | +11.3% | +6.4% |
| 6M | +157.0% | +18.6% | +138.4% | +143.9% |
| YTD | +229.2% | +45.9% | +183.3% | +190.8% |
| 1Y | +381.8% | +82.5% | +299.4% | +295.7% |
| 3Y | +1,383.2% | +648.9% | +734.3% | +641.4% |
| All | +1,102.0% | +1,446.5% | -344.5% | +355.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling