+238.9%
CRM vs DE
+863.9%
-625.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -4.4% | -2.6% | -1.9% | -3.7% |
| 30D | +28.1% | +9.0% | +19.1% | +24.6% |
| 3M | +48.8% | +19.1% | +29.7% | +40.1% |
| 6M | +28.3% | +14.4% | +13.9% | +21.1% |
| YTD | -6.0% | +45.9% | -52.0% | -19.5% |
| 1Y | +1.4% | +43.6% | -42.2% | -12.8% |
| 3Y | +11.8% | +75.9% | -64.0% | -12.2% |
| 5Y | -2.0% | +98.8% | -100.8% | -28.9% |
| All | +238.9% | +863.9% | -625.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling