+5,648.9%
CRM vs EL
+442.5%
+5,206.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.5% |
| 7D | -8.1% | -4.4% | -3.8% | -6.5% |
| 30D | +23.1% | +10.3% | +12.8% | +17.8% |
| 3M | +42.5% | +13.4% | +29.2% | +34.8% |
| 6M | +25.3% | +3.1% | +22.2% | +20.9% |
| YTD | -7.8% | -6.9% | -0.9% | -8.9% |
| 1Y | +1.0% | +11.9% | -10.9% | -8.5% |
| 3Y | +10.0% | -33.8% | +43.8% | +13.1% |
| 5Y | -3.9% | -69.0% | +65.1% | +39.5% |
| 10Y | +233.2% | +25.3% | +207.9% | +132.4% |
| All | +5,648.9% | +442.5% | +5,206.4% | +1,916.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling