+5,676.4%
CRM vs EAT
+1,261.4%
+4,415.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.2% |
| 7D | -5.0% | -6.8% | +1.8% | -3.3% |
| 30D | +23.6% | -5.4% | +29.0% | +24.6% |
| 3M | +39.6% | +42.8% | -3.1% | +26.3% |
| 6M | +23.4% | +56.5% | -33.1% | +7.4% |
| YTD | -7.4% | +50.0% | -57.4% | -18.9% |
| 1Y | -2.3% | +38.3% | -40.6% | -13.5% |
| 3Y | +10.5% | +591.6% | -581.1% | -39.7% |
| 5Y | -4.7% | +312.6% | -317.4% | -43.1% |
| 10Y | +234.7% | +381.4% | -146.7% | +52.6% |
| All | +5,676.4% | +1,261.4% | +4,415.0% | +1,307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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