+238.9%
CRM vs CNC
+99.9%
+139.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.6% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | +28.1% | -1.0% | +29.1% | +28.3% |
| 3M | +48.8% | +4.5% | +44.3% | +47.2% |
| 6M | +28.3% | +85.2% | -57.0% | +12.8% |
| YTD | -6.0% | +61.4% | -67.4% | -15.8% |
| 1Y | +1.4% | +94.9% | -93.5% | -13.4% |
| 3Y | +11.8% | 0.0% | +11.8% | +5.5% |
| 5Y | -2.0% | +11.2% | -13.2% | -12.2% |
| All | +238.9% | +99.9% | +139.0% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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