+5,676.4%
CRM vs ALB
+1,054.7%
+4,621.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.0% |
| 7D | -5.0% | -8.6% | +3.6% | -2.1% |
| 30D | +23.6% | -4.0% | +27.7% | +25.0% |
| 3M | +39.6% | -17.4% | +57.0% | +47.1% |
| 6M | +23.4% | -25.4% | +48.8% | +31.7% |
| YTD | -7.4% | -10.5% | +3.2% | -9.3% |
| 1Y | -2.3% | +75.8% | -78.1% | -27.4% |
| 3Y | +10.5% | -28.5% | +39.0% | +2.0% |
| 5Y | -4.7% | -45.1% | +40.4% | -9.3% |
| 10Y | +234.7% | +87.3% | +147.4% | +43.1% |
| All | +5,676.4% | +1,054.7% | +4,621.7% | +525.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling