-3.9%
CRM vs B
+152.2%
-156.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.3% |
| 7D | -8.1% | -5.0% | -3.1% | -7.7% |
| 30D | +23.1% | +8.7% | +14.3% | +22.2% |
| 3M | +42.5% | +17.3% | +25.2% | +40.4% |
| 6M | +25.3% | -5.0% | +30.4% | +25.7% |
| YTD | -7.8% | +1.4% | -9.2% | -8.5% |
| 1Y | +1.0% | +50.5% | -49.5% | -5.0% |
| 3Y | +10.0% | +194.4% | -184.4% | -7.2% |
| 5Y | -3.9% | +156.7% | -160.6% | -19.5% |
| All | -3.9% | +152.2% | -156.1% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling