+238.9%
CRM vs EXC
+158.0%
+80.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.1% |
| 7D | -4.4% | -1.1% | -3.3% | -4.1% |
| 30D | +28.1% | -3.6% | +31.8% | +29.7% |
| 3M | +48.8% | -4.3% | +53.1% | +50.9% |
| 6M | +28.3% | -9.9% | +38.2% | +32.5% |
| YTD | -6.0% | +1.8% | -7.8% | -7.5% |
| 1Y | +1.4% | +2.9% | -1.4% | -0.9% |
| 3Y | +11.8% | +19.1% | -7.3% | +0.4% |
| 5Y | -2.0% | +44.8% | -46.9% | -21.2% |
| All | +238.9% | +158.0% | +80.9% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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