-0.8%
CRM vs ED
+67.9%
-68.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -4.4% | -0.8% | -3.7% | -4.5% |
| 30D | +28.1% | -0.4% | +28.6% | +28.1% |
| 3M | +48.8% | +0.5% | +48.4% | +48.9% |
| 6M | +28.3% | -3.1% | +31.4% | +28.4% |
| YTD | -6.0% | +9.8% | -15.8% | -6.1% |
| 1Y | +1.4% | +12.6% | -11.1% | +1.1% |
| 3Y | +11.8% | +31.4% | -19.6% | +5.9% |
| All | -0.8% | +67.9% | -68.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling