-2.8%
CRM vs CF
+238.1%
-240.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.0% |
| 7D | -3.5% | -0.9% | -2.5% | -3.4% |
| 30D | +29.3% | +18.1% | +11.2% | +26.2% |
| 3M | +36.8% | +23.4% | +13.5% | +32.6% |
| 6M | +23.9% | +17.1% | +6.8% | +19.9% |
| YTD | -5.5% | +76.2% | -81.7% | -14.6% |
| 1Y | -0.4% | +62.3% | -62.7% | -8.8% |
| 3Y | +12.8% | +71.8% | -59.1% | +0.5% |
| All | -2.8% | +238.1% | -240.9% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling