+6,032.9%
CRM vs B
+214.1%
+5,818.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | +34.3% | +9.4% | +24.9% | +32.9% |
| 3M | +37.7% | +5.0% | +32.7% | +36.5% |
| 6M | +34.9% | -3.5% | +38.5% | +34.5% |
| YTD | -1.6% | +4.5% | -6.1% | -3.1% |
| 1Y | +7.1% | +67.8% | -60.6% | -0.4% |
| 3Y | +19.0% | +196.7% | -177.7% | +2.3% |
| 5Y | -1.3% | +151.9% | -153.2% | -14.5% |
| 10Y | +251.2% | +202.2% | +49.0% | +190.5% |
| All | +6,032.9% | +214.1% | +5,818.9% | +3,976.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling