+5,793.7%
CRM vs CL
+406.8%
+5,386.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -3.5% | -1.4% | -2.1% | -2.8% |
| 30D | +29.3% | -5.2% | +34.5% | +32.8% |
| 3M | +36.8% | +3.3% | +33.5% | +34.5% |
| 6M | +23.9% | -4.4% | +28.3% | +25.9% |
| YTD | -5.5% | +13.9% | -19.4% | -13.3% |
| 1Y | -0.4% | +7.6% | -8.1% | -6.2% |
| 3Y | +12.8% | +29.6% | -16.8% | -7.9% |
| 5Y | -3.5% | +28.1% | -31.6% | -22.1% |
| 10Y | +238.4% | +53.4% | +185.1% | +133.9% |
| All | +5,793.7% | +406.8% | +5,386.9% | +2,627.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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