-3.9%
CRM vs BA
-4.8%
+0.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -8.1% | -2.7% | -5.4% | -7.4% |
| 30D | +23.1% | -12.2% | +35.3% | +27.6% |
| 3M | +42.5% | -2.0% | +44.5% | +42.4% |
| 6M | +25.3% | -6.0% | +31.3% | +25.6% |
| YTD | -7.8% | -5.7% | -2.1% | -8.0% |
| 1Y | +1.0% | -10.0% | +11.0% | +1.9% |
| 3Y | +10.0% | -3.1% | +13.0% | +4.2% |
| 5Y | -3.9% | -2.6% | -1.3% | -14.7% |
| All | -3.9% | -4.8% | +0.9% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling