+4,304.4%
CRM vs CF
+5,948.3%
-1,643.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.1% |
| 7D | +1.3% | +6.0% | -4.7% | -0.3% |
| 30D | +34.3% | +14.8% | +19.5% | +29.3% |
| 3M | +37.7% | +14.1% | +23.6% | +32.4% |
| 6M | +34.9% | +28.5% | +6.4% | +23.8% |
| YTD | -1.6% | +74.9% | -76.6% | -17.4% |
| 1Y | +7.1% | +61.7% | -54.6% | -8.3% |
| 3Y | +19.0% | +80.3% | -61.3% | -3.5% |
| 5Y | -1.3% | +226.0% | -227.2% | -35.5% |
| 10Y | +251.2% | +569.9% | -318.7% | +67.8% |
| All | +4,304.4% | +5,948.3% | -1,643.9% | +665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling