+232.4%
CRM vs EQT
+52.9%
+179.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -8.1% | -1.2% | -6.9% | -8.0% |
| 30D | +23.1% | +1.1% | +22.0% | +22.9% |
| 3M | +42.5% | +4.8% | +37.7% | +41.7% |
| 6M | +25.3% | -10.6% | +35.9% | +26.5% |
| YTD | -7.8% | +3.4% | -11.2% | -8.4% |
| 1Y | +1.0% | +8.7% | -7.6% | -0.4% |
| 3Y | +10.0% | +35.0% | -25.0% | +5.1% |
| 5Y | -3.9% | +204.2% | -208.1% | -14.4% |
| All | +232.4% | +52.9% | +179.6% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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