+5,760.6%
CRM vs BTI
+1,029.6%
+4,731.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +28.1% | -1.1% | +29.2% | +28.5% |
| 3M | +48.8% | -8.8% | +57.6% | +54.2% |
| 6M | +28.3% | -4.0% | +32.2% | +28.8% |
| YTD | -6.0% | +0.4% | -6.4% | -8.1% |
| 1Y | +1.4% | +1.9% | -0.5% | -1.8% |
| 3Y | +11.8% | +108.5% | -96.7% | -24.3% |
| 5Y | -2.0% | +118.5% | -120.6% | -36.6% |
| 10Y | +239.6% | +75.1% | +164.5% | +128.6% |
| All | +5,760.6% | +1,029.6% | +4,731.0% | +1,680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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