+238.9%
CRM vs DTE
+137.8%
+101.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.3% |
| 7D | -4.4% | -2.6% | -1.9% | -3.7% |
| 30D | +28.1% | -4.4% | +32.5% | +29.7% |
| 3M | +48.8% | -8.3% | +57.2% | +52.3% |
| 6M | +28.3% | -8.1% | +36.3% | +30.5% |
| YTD | -6.0% | +4.4% | -10.4% | -8.5% |
| 1Y | +1.4% | +0.2% | +1.3% | -0.1% |
| 3Y | +11.8% | +42.6% | -30.8% | -4.7% |
| 5Y | -2.0% | +31.5% | -33.5% | -14.5% |
| All | +238.9% | +137.8% | +101.1% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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