+238.9%
CRM vs CAPR
-78.4%
+317.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | -4.4% | -11.0% | +6.5% | -4.3% |
| 30D | +28.1% | +99.8% | -71.6% | +26.4% |
| 3M | +48.8% | -66.6% | +115.4% | +49.7% |
| 6M | +28.3% | -75.1% | +103.3% | +29.6% |
| YTD | -6.0% | -71.0% | +65.0% | -5.4% |
| 1Y | +1.4% | +30.0% | -28.5% | -4.9% |
| 3Y | +11.8% | +29.0% | -17.1% | +1.2% |
| 5Y | -2.0% | +70.8% | -72.8% | -13.2% |
| All | +238.9% | -78.4% | +317.3% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling