+5,676.4%
CRM vs AA
-14.8%
+5,691.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -5.0% | -0.6% | -4.3% | -4.9% |
| 30D | +23.6% | -1.6% | +25.2% | +23.9% |
| 3M | +39.6% | -29.8% | +69.4% | +52.1% |
| 6M | +23.4% | -16.6% | +40.1% | +26.3% |
| YTD | -7.4% | -4.0% | -3.3% | -9.8% |
| 1Y | -2.3% | +63.5% | -65.8% | -19.5% |
| 3Y | +10.5% | +86.8% | -76.2% | -18.6% |
| 5Y | -4.7% | +12.4% | -17.1% | -26.0% |
| 10Y | +234.7% | +132.3% | +102.4% | +56.2% |
| All | +5,676.4% | -14.8% | +5,691.2% | +2,936.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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