+4,176.7%
CRM vs AAL
-34.4%
+4,211.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | +28.1% | -12.9% | +41.0% | +31.2% |
| 3M | +48.8% | -11.2% | +60.0% | +51.3% |
| 6M | +28.3% | +17.8% | +10.4% | +22.8% |
| YTD | -6.0% | -15.1% | +9.1% | -4.8% |
| 1Y | +1.4% | +0.5% | +1.0% | -0.8% |
| 3Y | +11.8% | -7.7% | +19.5% | +7.6% |
| 5Y | -2.0% | -31.3% | +29.3% | -2.5% |
| 10Y | +239.6% | -64.9% | +304.6% | +236.2% |
| All | +4,176.7% | -34.4% | +4,211.2% | +2,484.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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