+204.7%
CRM vs CF
+478.3%
-273.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -2.2% | +5.4% | -7.5% | -3.2% |
| 30D | -8.6% | +6.5% | -15.1% | -9.8% |
| 3M | +12.7% | +4.6% | +8.1% | +11.3% |
| 6M | +27.6% | -3.3% | +30.9% | +27.5% |
| YTD | -17.3% | +63.9% | -81.2% | -27.0% |
| 1Y | -10.8% | +50.4% | -61.3% | -19.8% |
| 3Y | +3.8% | +68.2% | -64.5% | -10.6% |
| 5Y | -27.7% | +113.8% | -141.5% | -43.5% |
| All | +204.7% | +478.3% | -273.5% | +83.5% |
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