+6,032.9%
CRM vs FE
+222.0%
+5,810.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +1.3% | +1.9% | -0.7% | +0.5% |
| 30D | +34.3% | -1.2% | +35.5% | +34.8% |
| 3M | +37.7% | +3.5% | +34.2% | +35.5% |
| 6M | +34.9% | -6.1% | +41.0% | +37.5% |
| YTD | -1.6% | +7.6% | -9.3% | -5.4% |
| 1Y | +7.1% | +11.9% | -4.8% | +1.2% |
| 3Y | +19.0% | +48.4% | -29.4% | -2.2% |
| 5Y | -1.3% | +44.8% | -46.1% | -18.9% |
| 10Y | +251.2% | +115.9% | +135.3% | +127.8% |
| All | +6,032.9% | +222.0% | +5,810.9% | +2,787.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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