+5,676.4%
CRM vs BP
+161.9%
+5,514.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.7% |
| 7D | -5.0% | +4.0% | -9.0% | -6.4% |
| 30D | +23.6% | +7.8% | +15.8% | +19.9% |
| 3M | +39.6% | +8.4% | +31.2% | +34.3% |
| 6M | +23.4% | +15.1% | +8.4% | +15.5% |
| YTD | -7.4% | +36.4% | -43.8% | -19.6% |
| 1Y | -2.3% | +40.9% | -43.2% | -16.7% |
| 3Y | +10.5% | +38.8% | -28.3% | -7.6% |
| 5Y | -4.7% | +141.1% | -145.8% | -39.3% |
| 10Y | +234.7% | +133.9% | +100.8% | +90.9% |
| All | +5,676.4% | +161.9% | +5,514.5% | +2,521.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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