+5,676.4%
CRM vs ALL
+844.7%
+4,831.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | -2.2% | -2.7% | -4.0% |
| 30D | +23.6% | -5.6% | +29.2% | +26.7% |
| 3M | +39.6% | +17.2% | +22.4% | +29.6% |
| 6M | +23.4% | +23.2% | +0.2% | +11.7% |
| YTD | -7.4% | +23.6% | -31.0% | -16.6% |
| 1Y | -2.3% | +29.2% | -31.5% | -14.3% |
| 3Y | +10.5% | +153.8% | -143.3% | -31.4% |
| 5Y | -4.7% | +116.1% | -120.8% | -38.6% |
| 10Y | +234.7% | +364.8% | -130.1% | +41.1% |
| All | +5,676.4% | +844.7% | +4,831.7% | +1,354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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