+5,760.6%
CRM vs AGI
+2,468.4%
+3,292.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | -4.4% | -2.7% | -1.7% | -4.3% |
| 30D | +28.1% | +7.2% | +20.9% | +27.5% |
| 3M | +48.8% | +4.3% | +44.6% | +48.1% |
| 6M | +28.3% | -27.1% | +55.3% | +30.3% |
| YTD | -6.0% | -6.6% | +0.6% | -6.4% |
| 1Y | +1.4% | +9.5% | -8.1% | -0.3% |
| 3Y | +11.8% | +208.4% | -196.6% | +1.5% |
| 5Y | -2.0% | +401.6% | -403.7% | -14.6% |
| 10Y | +239.6% | +387.3% | -147.7% | +185.9% |
| All | +5,760.6% | +2,468.4% | +3,292.2% | +3,462.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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