+238.9%
CRM vs F
+92.2%
+146.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -4.4% | -4.4% | 0.0% | -3.4% |
| 30D | +28.1% | +1.0% | +27.1% | +27.8% |
| 3M | +48.8% | -4.0% | +52.8% | +50.2% |
| 6M | +28.3% | +18.1% | +10.2% | +21.3% |
| YTD | -6.0% | +10.2% | -16.2% | -9.7% |
| 1Y | +1.4% | +24.3% | -22.9% | -6.1% |
| 3Y | +11.8% | +38.1% | -26.2% | -2.8% |
| 5Y | -2.0% | +50.2% | -52.3% | -18.6% |
| All | +238.9% | +92.2% | +146.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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