+13.0%
CRM vs COMP
-52.3%
+65.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.7% | +0.3% |
| 7D | -8.1% | -8.4% | +0.3% | -7.0% |
| 30D | +23.1% | -20.2% | +43.2% | +26.9% |
| 3M | +42.5% | +28.1% | +14.5% | +36.7% |
| 6M | +25.3% | +14.9% | +10.5% | +20.4% |
| YTD | -7.8% | -4.2% | -3.6% | -9.3% |
| 1Y | +1.0% | +10.2% | -9.2% | -3.4% |
| 3Y | +10.0% | +203.3% | -193.3% | -16.4% |
| 5Y | -3.9% | -29.2% | +25.3% | -14.4% |
| All | +13.0% | -52.3% | +65.4% | +5.2% |
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