+238.9%
CRM vs CB
+225.8%
+13.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -0.7% | -3.8% | -4.2% |
| 30D | +28.1% | -1.2% | +29.3% | +28.6% |
| 3M | +48.8% | +3.8% | +45.0% | +46.9% |
| 6M | +28.3% | +5.8% | +22.5% | +25.4% |
| YTD | -6.0% | +9.4% | -15.4% | -9.5% |
| 1Y | +1.4% | +20.7% | -19.2% | -6.1% |
| 3Y | +11.8% | +70.1% | -58.2% | -11.2% |
| 5Y | -2.0% | +101.4% | -103.4% | -28.1% |
| All | +238.9% | +225.8% | +13.1% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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