+5,676.4%
CRM vs BBWI
+242.2%
+5,434.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -0.3% |
| 7D | -5.0% | -4.4% | -0.5% | -3.9% |
| 30D | +23.6% | -7.4% | +31.0% | +25.6% |
| 3M | +39.6% | -2.2% | +41.8% | +39.0% |
| 6M | +23.4% | -16.3% | +39.8% | +26.0% |
| YTD | -7.4% | -9.1% | +1.8% | -8.2% |
| 1Y | -2.3% | -34.5% | +32.2% | +4.1% |
| 3Y | +10.5% | -47.0% | +57.5% | +17.7% |
| 5Y | -4.7% | -68.8% | +64.1% | +12.9% |
| 10Y | +234.7% | -57.4% | +292.1% | +200.2% |
| All | +5,676.4% | +242.2% | +5,434.2% | +1,112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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