+5,793.7%
CRM vs C
-51.5%
+5,845.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | -3.5% | +3.2% | -6.7% | -4.4% |
| 30D | +29.3% | +1.3% | +28.0% | +28.6% |
| 3M | +36.8% | +3.1% | +33.7% | +34.7% |
| 6M | +23.9% | +29.6% | -5.7% | +13.2% |
| YTD | -5.5% | +19.0% | -24.4% | -11.6% |
| 1Y | -0.4% | +45.6% | -46.1% | -12.8% |
| 3Y | +12.8% | +269.3% | -256.5% | -27.1% |
| 5Y | -3.5% | +131.6% | -135.1% | -28.4% |
| 10Y | +238.4% | +286.5% | -48.1% | +102.3% |
| All | +5,793.7% | -51.5% | +5,845.2% | +5,796.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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