+3,607.7%
CRM vs CF
+5,573.7%
-1,966.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | +4.8% | -2.8% | +0.7% |
| 30D | -7.7% | +4.7% | -12.4% | -8.9% |
| 3M | +8.4% | +7.4% | +0.9% | +5.8% |
| 6M | +31.9% | +0.6% | +31.3% | +30.3% |
| YTD | -17.2% | +64.1% | -81.3% | -29.6% |
| 1Y | -8.6% | +51.4% | -60.0% | -20.7% |
| 3Y | +3.1% | +67.8% | -64.7% | -14.9% |
| 5Y | -27.6% | +114.1% | -141.7% | -46.8% |
| 10Y | +197.6% | +480.1% | -282.5% | +48.5% |
| All | +3,607.7% | +5,573.7% | -1,966.0% | +552.7% |
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