+5,676.4%
CRM vs FDS
+974.8%
+4,701.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | +0.1% |
| 7D | -5.0% | -8.8% | +3.8% | +0.5% |
| 30D | +23.6% | -1.4% | +25.0% | +25.1% |
| 3M | +39.6% | +13.9% | +25.7% | +28.9% |
| 6M | +23.4% | +27.4% | -3.9% | +6.3% |
| YTD | -7.4% | -2.5% | -4.9% | -7.0% |
| 1Y | -2.3% | -23.8% | +21.5% | +12.0% |
| 3Y | +10.5% | -32.5% | +43.0% | +34.2% |
| 5Y | -4.7% | -23.2% | +18.4% | +5.8% |
| 10Y | +234.7% | +76.4% | +158.3% | +108.9% |
| All | +5,676.4% | +974.8% | +4,701.6% | +1,136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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