+1.4%
CRM vs COMP
-52.8%
+54.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -2.2% | +8.9% | -11.1% | -3.5% |
| 30D | -8.6% | +14.0% | -22.5% | -10.6% |
| 3M | +12.7% | -21.1% | +33.9% | +15.9% |
| 6M | +27.6% | +20.1% | +7.5% | +22.6% |
| YTD | -17.3% | -5.0% | -12.3% | -18.9% |
| 1Y | -10.8% | +5.7% | -16.5% | -14.1% |
| 3Y | +3.8% | +412.2% | -408.5% | -28.1% |
| 5Y | -27.7% | -12.1% | -15.6% | -37.0% |
| All | +1.4% | -52.8% | +54.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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