-3.9%
CRM vs F
+47.4%
-51.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.3% |
| 7D | -8.1% | -3.7% | -4.4% | -7.2% |
| 30D | +23.1% | -0.7% | +23.8% | +23.2% |
| 3M | +42.5% | -1.9% | +44.4% | +43.1% |
| 6M | +25.3% | +16.1% | +9.2% | +18.6% |
| YTD | -7.8% | +9.5% | -17.3% | -11.5% |
| 1Y | +1.0% | +27.2% | -26.2% | -7.9% |
| 3Y | +10.0% | +36.3% | -26.3% | -6.2% |
| 5Y | -3.9% | +49.3% | -53.2% | -18.5% |
| All | -3.9% | +47.4% | -51.3% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling