-3.9%
CRM vs CAPR
+66.0%
-69.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | -0.4% |
| 7D | -8.1% | -10.6% | +2.5% | -8.0% |
| 30D | +23.1% | +111.2% | -88.1% | +22.0% |
| 3M | +42.5% | -67.2% | +109.8% | +43.3% |
| 6M | +25.3% | -75.1% | +100.5% | +26.3% |
| YTD | -7.8% | -71.2% | +63.4% | -7.3% |
| 1Y | +1.0% | +31.1% | -30.1% | -4.0% |
| 3Y | +10.0% | +31.3% | -21.3% | -4.2% |
| 5Y | -3.9% | +69.4% | -73.3% | -22.0% |
| All | -3.9% | +66.0% | -69.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling