+5,793.7%
CRM vs D
+420.0%
+5,373.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.1% |
| 7D | -3.5% | +0.8% | -4.2% | -3.8% |
| 30D | +29.3% | -0.7% | +30.0% | +29.5% |
| 3M | +36.8% | +2.1% | +34.7% | +35.3% |
| 6M | +23.9% | +6.8% | +17.1% | +19.1% |
| YTD | -5.5% | +16.5% | -22.0% | -13.0% |
| 1Y | -0.4% | +19.2% | -19.6% | -9.7% |
| 3Y | +12.8% | +61.9% | -49.1% | -15.5% |
| 5Y | -3.5% | +6.5% | -10.0% | -11.9% |
| 10Y | +238.4% | +35.3% | +203.2% | +146.4% |
| All | +5,793.7% | +420.0% | +5,373.7% | +1,633.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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