+758.2%
CRM vs BAH
+878.1%
-119.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -5.0% | -1.3% | -3.6% | -4.5% |
| 30D | +23.6% | -6.6% | +30.2% | +26.7% |
| 3M | +39.6% | -7.2% | +46.8% | +42.8% |
| 6M | +23.4% | -10.0% | +33.4% | +27.3% |
| YTD | -7.4% | -12.5% | +5.1% | -4.1% |
| 1Y | -2.3% | -27.9% | +25.6% | +7.4% |
| 3Y | +10.5% | -31.4% | +41.9% | +18.2% |
| 5Y | -4.7% | -3.2% | -1.5% | -12.3% |
| 10Y | +234.7% | +191.5% | +43.3% | +106.2% |
| All | +758.2% | +878.1% | -119.9% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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