+238.9%
CRM vs CP
+232.0%
+6.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -4.4% | -2.6% | -1.9% | -3.2% |
| 30D | +28.1% | -3.7% | +31.9% | +30.3% |
| 3M | +48.8% | +0.1% | +48.7% | +48.4% |
| 6M | +28.3% | +7.8% | +20.4% | +22.2% |
| YTD | -6.0% | +21.7% | -27.7% | -16.4% |
| 1Y | +1.4% | +18.6% | -17.2% | -8.9% |
| 3Y | +11.8% | +17.5% | -5.7% | -1.4% |
| 5Y | -2.0% | +35.4% | -37.4% | -21.0% |
| All | +238.9% | +232.0% | +6.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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