+63.9%
CRM vs DT
+101.6%
-37.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.3% |
| 7D | -8.1% | -2.5% | -5.6% | -6.9% |
| 30D | +23.1% | +3.5% | +19.5% | +21.2% |
| 3M | +42.5% | +26.7% | +15.8% | +26.9% |
| 6M | +25.3% | +36.1% | -10.8% | +7.5% |
| YTD | -7.8% | +18.6% | -26.4% | -15.7% |
| 1Y | +1.0% | +7.9% | -6.9% | -3.6% |
| 3Y | +10.0% | +8.6% | +1.4% | +3.3% |
| 5Y | -3.9% | -26.7% | +22.8% | +0.4% |
| All | +63.9% | +101.6% | -37.7% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling