+5,062.8%
CRM vs F
+65.4%
+4,997.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | -3.1% | +5.1% | +3.0% |
| 30D | -7.7% | 0.0% | -7.7% | -7.8% |
| 3M | +8.4% | -13.2% | +21.6% | +13.2% |
| 6M | +31.9% | -10.2% | +42.1% | +35.1% |
| YTD | -17.2% | -4.9% | -12.3% | -17.9% |
| 1Y | -8.6% | -6.1% | -2.5% | -9.1% |
| 3Y | +3.1% | +46.0% | -42.8% | -15.5% |
| 5Y | -27.6% | -15.7% | -11.9% | -31.0% |
| 10Y | +197.6% | +64.3% | +133.3% | +102.6% |
| All | +5,062.8% | +65.4% | +4,997.4% | +2,683.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling