+11.8%
CRM vs BEN
+51.0%
-39.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | -3.1% | -1.3% | -3.5% |
| 30D | +28.1% | +0.2% | +28.0% | +27.9% |
| 3M | +48.8% | +6.8% | +42.0% | +45.3% |
| 6M | +28.3% | +38.1% | -9.8% | +14.2% |
| YTD | -6.0% | +44.3% | -50.4% | -17.5% |
| 1Y | +1.4% | +42.6% | -41.1% | -10.7% |
| 3Y | +11.8% | +52.3% | -40.5% | -7.8% |
| All | +11.8% | +51.0% | -39.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling