+238.9%
CRM vs CG
+314.7%
-75.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.7% |
| 7D | -4.4% | -9.9% | +5.4% | -0.2% |
| 30D | +28.1% | -11.7% | +39.8% | +34.9% |
| 3M | +48.8% | -4.3% | +53.1% | +50.6% |
| 6M | +28.3% | -8.8% | +37.0% | +31.4% |
| YTD | -6.0% | -26.9% | +20.8% | +5.4% |
| 1Y | +1.4% | -35.4% | +36.9% | +19.2% |
| 3Y | +11.8% | +43.0% | -31.2% | -12.5% |
| 5Y | -2.0% | +1.9% | -3.9% | -13.5% |
| All | +238.9% | +314.7% | -75.8% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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