+5,676.4%
CRM vs DIA
+720.7%
+4,955.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.1% |
| 7D | -5.0% | -1.2% | -3.7% | -3.5% |
| 30D | +23.6% | -2.7% | +26.3% | +27.9% |
| 3M | +39.6% | +3.3% | +36.3% | +34.0% |
| 6M | +23.4% | +10.4% | +13.0% | +8.5% |
| YTD | -7.4% | +10.0% | -17.4% | -18.3% |
| 1Y | -2.3% | +16.2% | -18.5% | -19.4% |
| 3Y | +10.5% | +58.7% | -48.2% | -37.1% |
| 5Y | -4.7% | +63.6% | -68.3% | -46.2% |
| 10Y | +234.7% | +251.0% | -16.3% | -29.5% |
| All | +5,676.4% | +720.7% | +4,955.6% | +402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling