+5,793.7%
CRM vs DRI
+1,958.4%
+3,835.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.2% |
| 7D | -3.5% | -1.2% | -2.3% | -3.0% |
| 30D | +29.3% | -0.4% | +29.6% | +28.9% |
| 3M | +36.8% | +9.5% | +27.3% | +31.3% |
| 6M | +23.9% | +6.5% | +17.4% | +19.5% |
| YTD | -5.5% | +18.4% | -23.9% | -12.9% |
| 1Y | -0.4% | +4.2% | -4.6% | -4.1% |
| 3Y | +12.8% | +57.1% | -44.3% | -8.9% |
| 5Y | -3.5% | +70.4% | -73.9% | -24.8% |
| 10Y | +238.4% | +354.0% | -115.6% | +54.4% |
| All | +5,793.7% | +1,958.4% | +3,835.4% | +1,035.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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