+1,980.7%
CRM vs BIL
+30.4%
+1,950.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.1% |
| 30D | +29.3% | +0.3% | +29.0% | +31.3% |
| 3M | +36.8% | +0.9% | +35.9% | +43.8% |
| 6M | +23.9% | +1.8% | +22.1% | +37.0% |
| YTD | -5.5% | +2.5% | -7.9% | +8.4% |
| 1Y | -0.4% | +3.7% | -4.1% | +22.2% |
| 3Y | +12.8% | +14.1% | -1.3% | +137.5% |
| 5Y | -3.5% | +19.4% | -22.9% | +167.6% |
| 10Y | +238.4% | +25.3% | +213.2% | +1,167.3% |
| All | +1,980.7% | +30.4% | +1,950.3% | +9,469.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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