+5,760.6%
CRM vs DTE
+815.8%
+4,944.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.6% |
| 7D | -4.4% | -2.6% | -1.9% | -3.3% |
| 30D | +28.1% | -4.4% | +32.5% | +30.7% |
| 3M | +48.8% | -8.3% | +57.2% | +54.6% |
| 6M | +28.3% | -8.1% | +36.3% | +31.9% |
| YTD | -6.0% | +4.4% | -10.4% | -9.7% |
| 1Y | +1.4% | +0.2% | +1.3% | -0.8% |
| 3Y | +11.8% | +42.6% | -30.8% | -11.6% |
| 5Y | -2.0% | +31.5% | -33.5% | -20.3% |
| 10Y | +239.6% | +138.2% | +101.4% | +76.8% |
| All | +5,760.6% | +815.8% | +4,944.8% | +900.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling