+5,062.8%
CRM vs B
+163.8%
+4,899.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.0% | -7.3% | +9.3% | +2.8% |
| 30D | -7.7% | -3.3% | -4.3% | -7.4% |
| 3M | +8.4% | -7.8% | +16.1% | +9.1% |
| 6M | +31.9% | -15.5% | +47.5% | +33.5% |
| YTD | -17.2% | -12.3% | -4.9% | -17.1% |
| 1Y | -8.6% | +5.4% | -14.0% | -10.5% |
| 3Y | +3.1% | +165.5% | -162.4% | -10.5% |
| 5Y | -27.6% | +107.0% | -134.6% | -36.0% |
| 10Y | +197.6% | +210.6% | -13.0% | +145.7% |
| All | +5,062.8% | +163.8% | +4,899.0% | +3,389.9% |
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