+1,990.6%
CRM vs CAPR
-99.1%
+2,089.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.8% |
| 7D | -3.5% | -9.5% | +6.0% | -3.4% |
| 30D | +29.3% | +121.5% | -92.3% | +27.5% |
| 3M | +36.8% | -65.4% | +102.2% | +37.5% |
| 6M | +23.9% | -67.5% | +91.4% | +24.5% |
| YTD | -5.5% | -68.6% | +63.1% | -5.1% |
| 1Y | -0.4% | +42.7% | -43.1% | -5.7% |
| 3Y | +12.8% | +43.4% | -30.6% | +4.3% |
| 5Y | -3.5% | +86.0% | -89.5% | -11.9% |
| 10Y | +238.4% | -77.4% | +315.9% | +196.9% |
| All | +1,990.6% | -99.1% | +2,089.7% | +1,642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling