+6,032.9%
CRM vs BA
+517.4%
+5,515.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +1.3% | +1.2% | +0.1% | +0.8% |
| 30D | +34.3% | -11.6% | +46.0% | +40.7% |
| 3M | +37.7% | -2.4% | +40.1% | +37.8% |
| 6M | +34.9% | -6.6% | +41.6% | +35.7% |
| YTD | -1.6% | -2.2% | +0.6% | -3.2% |
| 1Y | +7.1% | -8.0% | +15.2% | +7.3% |
| 3Y | +19.0% | -5.0% | +24.0% | +12.8% |
| 5Y | -1.3% | -2.7% | +1.5% | -11.0% |
| 10Y | +251.2% | +75.9% | +175.3% | +73.8% |
| All | +6,032.9% | +517.4% | +5,515.5% | +1,369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling