-3.9%
CRM vs CB
+98.7%
-102.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -8.1% | -2.8% | -5.4% | -7.3% |
| 30D | +23.1% | -2.4% | +25.5% | +23.9% |
| 3M | +42.5% | +2.8% | +39.8% | +41.5% |
| 6M | +25.3% | +4.8% | +20.5% | +23.5% |
| YTD | -7.8% | +9.2% | -17.0% | -10.5% |
| 1Y | +1.0% | +22.8% | -21.8% | -6.0% |
| 3Y | +10.0% | +71.1% | -61.2% | -13.2% |
| 5Y | -3.9% | +101.0% | -104.9% | -30.6% |
| All | -3.9% | +98.7% | -102.6% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling