+5,793.7%
CRM vs CB
+1,131.4%
+4,662.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.2% |
| 7D | -3.5% | -0.6% | -2.9% | -3.2% |
| 30D | +29.3% | -3.9% | +33.2% | +31.5% |
| 3M | +36.8% | +4.9% | +31.9% | +33.6% |
| 6M | +23.9% | +3.3% | +20.6% | +21.5% |
| YTD | -5.5% | +8.5% | -14.0% | -9.7% |
| 1Y | -0.4% | +22.1% | -22.5% | -10.5% |
| 3Y | +12.8% | +70.1% | -57.4% | -15.5% |
| 5Y | -3.5% | +97.4% | -100.9% | -33.7% |
| 10Y | +238.4% | +216.8% | +21.6% | +70.6% |
| All | +5,793.7% | +1,131.4% | +4,662.3% | +1,418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling