+238.9%
CRM vs BAX
-38.1%
+277.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | -4.4% | -7.9% | +3.4% | -2.1% |
| 30D | +28.1% | -11.7% | +39.8% | +32.7% |
| 3M | +48.8% | +16.2% | +32.6% | +41.7% |
| 6M | +28.3% | +32.0% | -3.7% | +16.5% |
| YTD | -6.0% | +24.7% | -30.7% | -14.4% |
| 1Y | +1.4% | -2.6% | +4.1% | -0.4% |
| 3Y | +11.8% | -35.0% | +46.8% | +21.9% |
| 5Y | -2.0% | -67.6% | +65.5% | +46.3% |
| All | +238.9% | -38.1% | +277.0% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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