+5,648.9%
CRM vs BB
-61.0%
+5,709.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | -8.1% | -2.1% | -6.0% | -7.7% |
| 30D | +23.1% | -16.0% | +39.1% | +27.5% |
| 3M | +42.5% | -14.5% | +57.1% | +44.7% |
| 6M | +25.3% | +118.6% | -93.2% | +3.8% |
| YTD | -7.8% | +98.9% | -106.7% | -22.1% |
| 1Y | +1.0% | +99.5% | -98.4% | -15.2% |
| 3Y | +10.0% | +65.4% | -55.4% | -9.9% |
| 5Y | -3.9% | -27.6% | +23.8% | -9.8% |
| 10Y | +233.2% | -0.4% | +233.6% | +134.6% |
| All | +5,648.9% | -61.0% | +5,709.9% | +3,933.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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