+5,062.8%
CRM vs D
+431.3%
+4,631.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.0% | -1.4% | +3.3% | +2.6% |
| 30D | -7.7% | +7.7% | -15.4% | -10.7% |
| 3M | +8.4% | -0.3% | +8.7% | +8.2% |
| 6M | +31.9% | +10.1% | +21.9% | +25.5% |
| YTD | -17.2% | +19.1% | -36.3% | -24.6% |
| 1Y | -8.6% | +15.9% | -24.5% | -16.0% |
| 3Y | +3.1% | +75.0% | -71.9% | -25.4% |
| 5Y | -27.6% | +13.4% | -41.0% | -35.9% |
| 10Y | +197.6% | +47.5% | +150.1% | +105.4% |
| All | +5,062.8% | +431.3% | +4,631.4% | +1,401.6% |
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