+16,011.1%
STX vs CRS
+10,947.9%
+5,063.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +5.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +1.4% | -16.6% | +18.0% | +8.2% |
| 3M | -8.2% | -3.5% | -4.7% | -6.9% |
| 6M | +127.0% | +15.4% | +111.6% | +115.5% |
| YTD | +209.1% | +51.2% | +158.0% | +164.4% |
| 1Y | +365.4% | +98.3% | +267.1% | +258.8% |
| 3Y | +1,135.4% | +651.5% | +483.8% | +458.8% |
| 5Y | +991.5% | +1,411.1% | -419.6% | +264.0% |
| 10Y | +3,695.8% | +1,424.3% | +2,271.5% | +947.4% |
| All | +16,011.1% | +10,947.9% | +5,063.2% | +2,125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling