+11.8%
CRM vs DOW
-36.3%
+48.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | -4.4% | -1.4% | -3.0% | -4.2% |
| 30D | +28.1% | -3.9% | +32.1% | +28.8% |
| 3M | +48.8% | -12.7% | +61.5% | +51.7% |
| 6M | +28.3% | -13.7% | +41.9% | +30.1% |
| YTD | -6.0% | +28.4% | -34.4% | -12.2% |
| 1Y | +1.4% | +21.8% | -20.3% | -4.5% |
| 3Y | +11.8% | -35.7% | +47.6% | +16.1% |
| All | +11.8% | -36.3% | +48.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 3y: compounded portfolio wealth divided by compounded DOW 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…
3y analysis · Full analysis span regression · 6 months rolling