+67.1%
CRM vs DT
+100.3%
-33.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | -4.4% | -1.6% | -2.8% | -3.7% |
| 30D | +28.1% | +3.0% | +25.1% | +26.5% |
| 3M | +48.8% | +26.5% | +22.3% | +32.6% |
| 6M | +28.3% | +35.9% | -7.7% | +10.1% |
| YTD | -6.0% | +17.8% | -23.8% | -13.8% |
| 1Y | +1.4% | +4.1% | -2.6% | -1.5% |
| 3Y | +11.8% | +5.3% | +6.5% | +6.5% |
| 5Y | -2.0% | -27.2% | +25.1% | +2.7% |
| All | +67.1% | +100.3% | -33.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling