+5,760.6%
CRM vs AU
+332.6%
+5,428.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | -4.4% | -4.3% | -0.2% | -4.0% |
| 30D | +28.1% | +7.3% | +20.8% | +27.1% |
| 3M | +48.8% | +26.3% | +22.5% | +44.8% |
| 6M | +28.3% | +1.8% | +26.5% | +26.6% |
| YTD | -6.0% | +26.8% | -32.8% | -9.9% |
| 1Y | +1.4% | +66.7% | -65.3% | -6.1% |
| 3Y | +11.8% | +579.1% | -567.2% | -14.4% |
| 5Y | -2.0% | +689.3% | -691.4% | -27.9% |
| 10Y | +239.6% | +686.6% | -447.0% | +132.2% |
| All | +5,760.6% | +332.6% | +5,428.0% | +3,769.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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