+5,648.9%
CRM vs EWT
+1,084.3%
+4,564.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +1.2% |
| 7D | -8.1% | -1.1% | -7.0% | -7.5% |
| 30D | +23.1% | +4.8% | +18.3% | +19.3% |
| 3M | +42.5% | +11.1% | +31.4% | +29.1% |
| 6M | +25.3% | +54.6% | -29.3% | -11.2% |
| YTD | -7.8% | +71.4% | -79.3% | -39.6% |
| 1Y | +1.0% | +82.1% | -81.1% | -36.7% |
| 3Y | +10.0% | +193.2% | -183.2% | -52.1% |
| 5Y | -3.9% | +146.1% | -150.0% | -52.4% |
| 10Y | +233.2% | +505.0% | -271.8% | -12.0% |
| All | +5,648.9% | +1,084.3% | +4,564.7% | +832.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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