+238.9%
CRM vs AG
+68.4%
+170.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +2.2% |
| 7D | -4.4% | -6.7% | +2.3% | -3.9% |
| 30D | +28.1% | +2.2% | +26.0% | +27.8% |
| 3M | +48.8% | +15.7% | +33.1% | +46.7% |
| 6M | +28.3% | -23.8% | +52.0% | +29.9% |
| YTD | -6.0% | +17.6% | -23.7% | -9.0% |
| 1Y | +1.4% | +88.6% | -87.2% | -6.5% |
| 3Y | +11.8% | +253.4% | -241.6% | -5.7% |
| 5Y | -2.0% | +62.4% | -64.5% | -13.6% |
| All | +238.9% | +68.4% | +170.5% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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