+5,648.9%
CRM vs AME
+2,966.1%
+2,682.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | +23.1% | -8.6% | +31.7% | +29.9% |
| 3M | +42.5% | +5.8% | +36.8% | +35.5% |
| 6M | +25.3% | +3.8% | +21.5% | +18.4% |
| YTD | -7.8% | +14.4% | -22.2% | -19.2% |
| 1Y | +1.0% | +25.8% | -24.7% | -17.4% |
| 3Y | +10.0% | +55.2% | -45.2% | -23.8% |
| 5Y | -3.9% | +85.5% | -89.4% | -41.2% |
| 10Y | +233.2% | +424.0% | -190.8% | -7.9% |
| All | +5,648.9% | +2,966.1% | +2,682.9% | +638.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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