+238.9%
CRM vs CI
+144.2%
+94.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -0.1% | -4.4% | -4.4% |
| 30D | +28.1% | +1.8% | +26.4% | +27.5% |
| 3M | +48.8% | -4.2% | +53.1% | +50.1% |
| 6M | +28.3% | +8.8% | +19.4% | +24.7% |
| YTD | -6.0% | +3.7% | -9.8% | -7.8% |
| 1Y | +1.4% | -6.1% | +7.6% | +1.2% |
| 3Y | +11.8% | +4.5% | +7.4% | +5.3% |
| 5Y | -2.0% | +50.5% | -52.5% | -19.8% |
| All | +238.9% | +144.2% | +94.7% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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