+5,648.9%
CRM vs ETR
+807.5%
+4,841.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | +0.1% |
| 7D | -8.1% | -1.9% | -6.2% | -7.4% |
| 30D | +23.1% | -0.2% | +23.3% | +23.0% |
| 3M | +42.5% | -3.7% | +46.3% | +44.0% |
| 6M | +25.3% | +2.1% | +23.2% | +22.1% |
| YTD | -7.8% | +16.5% | -24.3% | -15.4% |
| 1Y | +1.0% | +22.5% | -21.5% | -9.6% |
| 3Y | +10.0% | +144.7% | -134.7% | -30.1% |
| 5Y | -3.9% | +125.2% | -129.1% | -37.8% |
| 10Y | +233.2% | +296.9% | -63.7% | +53.5% |
| All | +5,648.9% | +807.5% | +4,841.4% | +1,650.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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