+392.9%
BAC vs CRM
+241.6%
+151.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | 0.0% | -4.4% | +4.5% | +1.2% |
| 30D | -2.8% | +28.1% | -30.9% | -10.0% |
| 3M | +14.2% | +48.8% | -34.6% | +0.7% |
| 6M | +30.5% | +28.3% | +2.3% | +18.8% |
| YTD | +15.8% | -6.0% | +21.8% | +15.2% |
| 1Y | +26.2% | +1.4% | +24.7% | +21.9% |
| 3Y | +136.5% | +11.8% | +124.7% | +114.2% |
| 5Y | +75.9% | -2.0% | +78.0% | +59.8% |
| All | +392.9% | +241.6% | +151.3% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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