+205.1%
CRM vs BA
+24.8%
+180.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.0% | -1.1% | +3.1% | +2.2% |
| 30D | -7.7% | -7.1% | -0.5% | -6.1% |
| 3M | +8.4% | -25.5% | +33.9% | +16.6% |
| 6M | +31.9% | -28.7% | +60.6% | +42.7% |
| YTD | -17.2% | -21.0% | +3.8% | -13.5% |
| 1Y | -8.6% | -11.9% | +3.2% | -7.7% |
| 3Y | +3.1% | -16.2% | +19.3% | +2.6% |
| 5Y | -27.6% | -22.4% | -5.2% | -28.5% |
| All | +205.1% | +24.8% | +180.3% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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