+5,760.6%
CRM vs DD
+243.6%
+5,517.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -4.4% | -3.5% | -0.9% | -2.9% |
| 30D | +28.1% | -11.7% | +39.8% | +35.1% |
| 3M | +48.8% | -9.2% | +58.1% | +54.7% |
| 6M | +28.3% | -7.2% | +35.4% | +30.2% |
| YTD | -6.0% | +6.6% | -12.6% | -11.0% |
| 1Y | +1.4% | +32.0% | -30.6% | -13.4% |
| 3Y | +11.8% | +42.1% | -30.3% | -10.8% |
| 5Y | -2.0% | +58.1% | -60.1% | -26.5% |
| 10Y | +239.6% | +65.3% | +174.3% | +122.8% |
| All | +5,760.6% | +243.6% | +5,517.0% | +2,404.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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