-0.8%
CRM vs CPB
-41.0%
+40.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | -4.4% | -1.8% | -2.7% | -4.3% |
| 30D | +28.1% | -7.1% | +35.2% | +28.7% |
| 3M | +48.8% | -6.0% | +54.9% | +49.2% |
| 6M | +28.3% | -5.3% | +33.5% | +28.6% |
| YTD | -6.0% | -20.8% | +14.8% | -5.9% |
| 1Y | +1.4% | -33.8% | +35.3% | +1.0% |
| 3Y | +11.8% | -43.7% | +55.6% | +9.1% |
| All | -0.8% | -41.0% | +40.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling