+391.7%
CRM vs AR
-27.8%
+419.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | -3.5% | -1.8% | -1.6% | -3.3% |
| 30D | +29.3% | +12.6% | +16.7% | +27.8% |
| 3M | +36.8% | +10.0% | +26.8% | +35.4% |
| 6M | +23.9% | +0.6% | +23.2% | +23.5% |
| YTD | -5.5% | +13.4% | -18.9% | -6.9% |
| 1Y | -0.4% | +21.7% | -22.1% | -2.8% |
| 3Y | +12.8% | +45.8% | -33.1% | +7.0% |
| 5Y | -3.5% | +144.3% | -147.7% | -12.7% |
| 10Y | +238.4% | +41.8% | +196.6% | +208.8% |
| All | +391.7% | -27.8% | +419.5% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling