-0.8%
CRM vs ET
+241.8%
-242.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.3% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +28.1% | +2.9% | +25.3% | +26.6% |
| 3M | +48.8% | +16.8% | +32.0% | +39.8% |
| 6M | +28.3% | +18.9% | +9.4% | +19.1% |
| YTD | -6.0% | +37.7% | -43.7% | -18.2% |
| 1Y | +1.4% | +32.4% | -31.0% | -10.3% |
| 3Y | +11.8% | +99.5% | -87.6% | -17.9% |
| All | -0.8% | +241.8% | -242.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling