+5,793.7%
CRM vs CP
+2,412.5%
+3,381.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | -3.5% | +2.4% | -5.9% | -4.7% |
| 30D | +29.3% | -0.5% | +29.8% | +29.4% |
| 3M | +36.8% | +1.4% | +35.4% | +35.5% |
| 6M | +23.9% | +10.3% | +13.6% | +16.1% |
| YTD | -5.5% | +24.3% | -29.8% | -17.5% |
| 1Y | -0.4% | +20.4% | -20.9% | -11.8% |
| 3Y | +12.8% | +21.8% | -9.0% | -2.9% |
| 5Y | -3.5% | +31.5% | -35.0% | -21.3% |
| 10Y | +238.4% | +223.2% | +15.2% | +62.5% |
| All | +5,793.7% | +2,412.5% | +3,381.2% | +811.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling