+2,412.9%
CRM vs AG
+424.3%
+1,988.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.1% |
| 7D | -8.1% | -5.8% | -2.3% | -7.5% |
| 30D | +23.1% | +6.4% | +16.7% | +22.1% |
| 3M | +42.5% | +28.4% | +14.2% | +37.8% |
| 6M | +25.3% | -24.5% | +49.8% | +27.4% |
| YTD | -7.8% | +21.2% | -29.0% | -12.1% |
| 1Y | +1.0% | +114.1% | -113.1% | -10.8% |
| 3Y | +10.0% | +268.0% | -258.1% | -12.8% |
| 5Y | -3.9% | +67.3% | -71.2% | -18.6% |
| 10Y | +233.2% | +66.1% | +167.1% | +154.3% |
| All | +2,412.9% | +424.3% | +1,988.6% | +880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling