-0.8%
CRM vs DIA
+64.3%
-65.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +0.6% |
| 7D | -4.4% | -1.6% | -2.9% | -2.4% |
| 30D | +28.1% | -2.0% | +30.2% | +31.9% |
| 3M | +48.8% | +3.6% | +45.2% | +41.7% |
| 6M | +28.3% | +11.5% | +16.7% | +9.4% |
| YTD | -6.0% | +10.4% | -16.4% | -18.7% |
| 1Y | +1.4% | +15.6% | -14.1% | -18.1% |
| 3Y | +11.8% | +58.9% | -47.0% | -43.9% |
| All | -0.8% | +64.3% | -65.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 5y: compounded portfolio wealth divided by compounded DIA 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…
5y analysis · Full analysis span regression · 6 months rolling