-2.7%
CRM vs EXC
+44.1%
-46.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -8.1% | -1.6% | -6.5% | -7.9% |
| 30D | +23.1% | -2.4% | +25.4% | +23.4% |
| 3M | +42.5% | -4.0% | +46.5% | +43.3% |
| 6M | +25.3% | -9.8% | +35.1% | +27.1% |
| YTD | -7.8% | +2.3% | -10.1% | -8.4% |
| 1Y | +1.0% | +3.8% | -2.8% | -0.2% |
| 3Y | +10.0% | +19.7% | -9.8% | +3.9% |
| All | -2.7% | +44.1% | -46.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling