+5,676.4%
CRM vs CPB
+62.3%
+5,614.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -5.0% | -8.0% | +3.0% | -2.9% |
| 30D | +23.6% | -2.4% | +26.0% | +24.3% |
| 3M | +39.6% | +0.5% | +39.1% | +39.3% |
| 6M | +23.4% | -10.5% | +33.9% | +26.6% |
| YTD | -7.4% | -17.5% | +10.2% | -3.0% |
| 1Y | -2.3% | -31.0% | +28.7% | +7.1% |
| 3Y | +10.5% | -40.6% | +51.1% | +22.7% |
| 5Y | -4.7% | -37.7% | +33.0% | +1.4% |
| 10Y | +234.7% | -43.4% | +278.2% | +249.1% |
| All | +5,676.4% | +62.3% | +5,614.1% | +3,226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling