+144.2%
BAC vs CRM
+6,658.1%
-6,513.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.9% |
| 7D | +1.2% | -3.5% | +4.6% | +2.4% |
| 30D | -0.7% | +29.3% | -30.0% | -10.9% |
| 3M | +16.9% | +36.8% | -19.9% | +1.9% |
| 6M | +29.6% | +23.9% | +5.7% | +15.5% |
| YTD | +15.3% | -5.5% | +20.7% | +12.8% |
| 1Y | +28.8% | -0.4% | +29.2% | +22.7% |
| 3Y | +136.4% | +12.8% | +123.6% | +106.5% |
| 5Y | +72.9% | -3.5% | +76.4% | +52.7% |
| 10Y | +391.8% | +238.4% | +153.3% | +141.3% |
| All | +144.2% | +6,658.1% | -6,513.9% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling