+238.9%
CRM vs ADM
+177.9%
+61.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | +2.5% | -6.9% | -5.0% |
| 30D | +28.1% | +9.5% | +18.7% | +25.1% |
| 3M | +48.8% | +10.6% | +38.2% | +44.5% |
| 6M | +28.3% | +24.0% | +4.2% | +20.4% |
| YTD | -6.0% | +54.0% | -60.0% | -17.2% |
| 1Y | +1.4% | +45.3% | -43.9% | -9.5% |
| 3Y | +11.8% | +21.8% | -9.9% | +3.1% |
| 5Y | -2.0% | +66.8% | -68.8% | -22.6% |
| All | +238.9% | +177.9% | +61.0% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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