+5,676.4%
CRM vs EXC
+325.8%
+5,350.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | +23.6% | -0.9% | +24.5% | +23.9% |
| 3M | +39.6% | -2.7% | +42.3% | +41.0% |
| 6M | +23.4% | -9.4% | +32.8% | +28.1% |
| YTD | -7.4% | +3.0% | -10.4% | -9.6% |
| 1Y | -2.3% | +5.1% | -7.5% | -5.9% |
| 3Y | +10.5% | +20.6% | -10.1% | -3.1% |
| 5Y | -4.7% | +45.7% | -50.5% | -25.1% |
| 10Y | +234.7% | +160.8% | +73.9% | +89.0% |
| All | +5,676.4% | +325.8% | +5,350.5% | +2,543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling