+238.9%
CRM vs EL
+26.1%
+212.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | -4.4% | -6.5% | +2.0% | -2.3% |
| 30D | +28.1% | +11.1% | +17.0% | +23.4% |
| 3M | +48.8% | +10.7% | +38.1% | +43.4% |
| 6M | +28.3% | +6.9% | +21.4% | +23.3% |
| YTD | -6.0% | -6.3% | +0.3% | -6.9% |
| 1Y | +1.4% | +13.5% | -12.0% | -6.9% |
| 3Y | +11.8% | -33.1% | +44.9% | +16.6% |
| 5Y | -2.0% | -68.8% | +66.7% | +45.4% |
| All | +238.9% | +26.1% | +212.8% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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