+2,220.0%
CRM vs BR
+1,278.7%
+941.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -4.4% | -3.0% | -1.5% | -2.5% |
| 30D | +28.1% | -0.3% | +28.4% | +28.6% |
| 3M | +48.8% | +17.3% | +31.5% | +34.4% |
| 6M | +28.3% | -6.7% | +35.0% | +34.4% |
| YTD | -6.0% | -23.4% | +17.4% | +11.5% |
| 1Y | +1.4% | -32.7% | +34.1% | +30.3% |
| 3Y | +11.8% | -5.9% | +17.8% | +14.0% |
| 5Y | -2.0% | +8.4% | -10.5% | -9.4% |
| 10Y | +239.6% | +189.2% | +50.4% | +66.7% |
| All | +2,220.0% | +1,278.7% | +941.2% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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