+5,676.4%
CRM vs ED
+589.3%
+5,087.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | +23.6% | +1.9% | +21.7% | +22.7% |
| 3M | +39.6% | +1.9% | +37.7% | +38.5% |
| 6M | +23.4% | -2.3% | +25.7% | +23.8% |
| YTD | -7.4% | +10.9% | -18.3% | -11.6% |
| 1Y | -2.3% | +14.5% | -16.8% | -8.1% |
| 3Y | +10.5% | +33.4% | -22.9% | -5.0% |
| 5Y | -4.7% | +67.3% | -72.0% | -26.9% |
| 10Y | +234.7% | +110.7% | +124.1% | +109.1% |
| All | +5,676.4% | +589.3% | +5,087.1% | +1,432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling