+232.4%
CRM vs CF
+606.5%
-374.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -8.1% | -2.0% | -6.1% | -7.8% |
| 30D | +23.1% | +15.3% | +7.8% | +19.6% |
| 3M | +42.5% | +24.3% | +18.2% | +36.3% |
| 6M | +25.3% | +23.9% | +1.4% | +18.4% |
| YTD | -7.8% | +77.3% | -85.1% | -19.3% |
| 1Y | +1.0% | +58.7% | -57.7% | -9.7% |
| 3Y | +10.0% | +72.8% | -62.8% | -5.2% |
| 5Y | -3.9% | +228.8% | -232.6% | -31.3% |
| All | +232.4% | +606.5% | -374.0% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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