+1,264.4%
BE vs CRM
-1.9%
+1,266.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.7% | +6.1% |
| 7D | +9.0% | -4.4% | +13.5% | +10.4% |
| 30D | +16.3% | +28.1% | -11.9% | +6.5% |
| 3M | +10.8% | +48.8% | -38.0% | -6.3% |
| 6M | +73.2% | +28.3% | +44.9% | +51.5% |
| YTD | +217.4% | -6.0% | +223.4% | +221.5% |
| 1Y | +309.8% | +1.4% | +308.4% | +295.0% |
| 3Y | +1,726.2% | +11.8% | +1,714.3% | +1,381.0% |
| All | +1,264.4% | -1.9% | +1,266.4% | +1,183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling