+238.9%
CRM vs EW
+120.5%
+118.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +3.1% |
| 7D | -4.4% | -6.2% | +1.7% | -1.9% |
| 30D | +28.1% | -9.3% | +37.5% | +33.3% |
| 3M | +48.8% | -1.6% | +50.4% | +49.6% |
| 6M | +28.3% | -0.8% | +29.1% | +28.4% |
| YTD | -6.0% | -1.0% | -5.0% | -6.3% |
| 1Y | +1.4% | +8.2% | -6.7% | -2.9% |
| 3Y | +11.8% | +12.7% | -0.8% | -2.3% |
| 5Y | -2.0% | -30.2% | +28.2% | +5.9% |
| All | +238.9% | +120.5% | +118.4% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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