+238.9%
CRM vs ET
+177.0%
+61.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.2% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +28.1% | +2.9% | +25.3% | +27.1% |
| 3M | +48.8% | +16.8% | +32.0% | +42.8% |
| 6M | +28.3% | +18.9% | +9.4% | +22.2% |
| YTD | -6.0% | +37.7% | -43.7% | -14.0% |
| 1Y | +1.4% | +32.4% | -31.0% | -6.3% |
| 3Y | +11.8% | +99.5% | -87.6% | -7.2% |
| 5Y | -2.0% | +244.0% | -246.0% | -28.7% |
| All | +238.9% | +177.0% | +61.9% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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