+5,760.6%
CRM vs BNY
+778.0%
+4,982.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -1.3% | -3.1% | -3.8% |
| 30D | +28.1% | -0.2% | +28.3% | +28.0% |
| 3M | +48.8% | +14.9% | +33.9% | +38.7% |
| 6M | +28.3% | +40.0% | -11.7% | +8.7% |
| YTD | -6.0% | +42.0% | -48.0% | -21.0% |
| 1Y | +1.4% | +56.9% | -55.4% | -18.7% |
| 3Y | +11.8% | +289.9% | -278.0% | -41.7% |
| 5Y | -2.0% | +259.2% | -261.2% | -47.7% |
| 10Y | +239.6% | +413.3% | -173.6% | +42.7% |
| All | +5,760.6% | +778.0% | +4,982.6% | +1,202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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