+238.9%
CRM vs ALB
+78.3%
+160.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.4% | +2.6% |
| 7D | -4.4% | -6.6% | +2.2% | -3.2% |
| 30D | +28.1% | -8.1% | +36.3% | +30.2% |
| 3M | +48.8% | -25.7% | +74.5% | +57.2% |
| 6M | +28.3% | -29.5% | +57.7% | +35.0% |
| YTD | -6.0% | -16.2% | +10.2% | -5.9% |
| 1Y | +1.4% | +59.2% | -57.8% | -13.8% |
| 3Y | +11.8% | -33.7% | +45.6% | +10.0% |
| 5Y | -2.0% | -48.1% | +46.1% | -1.1% |
| All | +238.9% | +78.3% | +160.6% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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