+51.2%
CRM vs DOW
-15.2%
+66.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -8.1% | -2.4% | -5.7% | -7.5% |
| 30D | +23.1% | -4.1% | +27.1% | +24.3% |
| 3M | +42.5% | -12.4% | +55.0% | +47.1% |
| 6M | +25.3% | -10.6% | +35.9% | +27.2% |
| YTD | -7.8% | +31.1% | -38.9% | -17.1% |
| 1Y | +1.0% | +30.5% | -29.5% | -10.0% |
| 3Y | +10.0% | -34.4% | +44.4% | +18.8% |
| 5Y | -3.9% | -35.5% | +31.6% | +3.2% |
| All | +51.2% | -15.2% | +66.4% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling