+6,032.9%
CRM vs F
+100.5%
+5,932.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.4% |
| 7D | +1.3% | +5.3% | -4.1% | -0.5% |
| 30D | +34.3% | +4.6% | +29.7% | +32.3% |
| 3M | +37.7% | -3.7% | +41.4% | +39.1% |
| 6M | +34.9% | +16.8% | +18.1% | +25.7% |
| YTD | -1.6% | +15.3% | -16.9% | -8.2% |
| 1Y | +7.1% | +31.0% | -23.9% | -4.8% |
| 3Y | +19.0% | +45.4% | -26.4% | -2.3% |
| 5Y | -1.3% | +54.7% | -55.9% | -23.6% |
| 10Y | +251.2% | +98.2% | +152.9% | +124.9% |
| All | +6,032.9% | +100.5% | +5,932.4% | +3,011.4% |
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