+3,533.5%
CRM vs CF
+5,449.8%
-1,916.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | -3.9% | +4.8% | -8.7% | -5.2% |
| 30D | -6.8% | +9.7% | -16.5% | -9.2% |
| 3M | +8.3% | +1.2% | +7.0% | +7.3% |
| 6M | +17.9% | +7.4% | +10.6% | +14.3% |
| YTD | -18.9% | +60.5% | -79.4% | -30.6% |
| 1Y | -10.9% | +50.7% | -61.7% | -22.6% |
| 3Y | +1.8% | +64.8% | -63.0% | -15.6% |
| 5Y | -27.4% | +115.8% | -143.2% | -46.8% |
| 10Y | +195.5% | +481.0% | -285.6% | +47.2% |
| All | +3,533.5% | +5,449.8% | -1,916.3% | +543.3% |
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