+238.9%
CRM vs AR
+41.9%
+197.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | -4.4% | -2.5% | -2.0% | -4.2% |
| 30D | +28.1% | +2.5% | +25.6% | +27.8% |
| 3M | +48.8% | +12.3% | +36.5% | +47.1% |
| 6M | +28.3% | -3.1% | +31.4% | +28.4% |
| YTD | -6.0% | +11.5% | -17.5% | -7.3% |
| 1Y | +1.4% | +17.0% | -15.6% | -0.6% |
| 3Y | +11.8% | +47.3% | -35.4% | +6.2% |
| 5Y | -2.0% | +141.2% | -143.3% | -10.6% |
| All | +238.9% | +41.9% | +197.0% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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