+238.9%
CRM vs BG
+166.7%
+72.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.3% |
| 7D | -4.4% | +3.1% | -7.6% | -5.0% |
| 30D | +28.1% | +10.2% | +17.9% | +25.6% |
| 3M | +48.8% | -1.7% | +50.5% | +48.7% |
| 6M | +28.3% | +1.0% | +27.3% | +27.2% |
| YTD | -6.0% | +39.9% | -45.9% | -13.1% |
| 1Y | +1.4% | +53.2% | -51.8% | -8.5% |
| 3Y | +11.8% | +16.3% | -4.4% | +6.1% |
| 5Y | -2.0% | +83.9% | -85.9% | -17.8% |
| All | +238.9% | +166.7% | +72.2% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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