+238.9%
CRM vs B
+210.7%
+28.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | -4.4% | -2.4% | -2.0% | -4.2% |
| 30D | +28.1% | +6.3% | +21.8% | +27.4% |
| 3M | +48.8% | +12.1% | +36.7% | +46.9% |
| 6M | +28.3% | -3.1% | +31.4% | +28.0% |
| YTD | -6.0% | +2.0% | -8.0% | -7.0% |
| 1Y | +1.4% | +51.7% | -50.2% | -4.5% |
| 3Y | +11.8% | +190.5% | -178.7% | -3.7% |
| 5Y | -2.0% | +158.0% | -160.0% | -15.6% |
| All | +238.9% | +210.7% | +28.2% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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