+238.9%
CRM vs FIVE
+491.7%
-252.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.6% |
| 7D | -4.4% | -3.0% | -1.4% | -3.7% |
| 30D | +28.1% | +2.7% | +25.4% | +26.8% |
| 3M | +48.8% | +21.1% | +27.7% | +40.8% |
| 6M | +28.3% | +11.9% | +16.3% | +22.6% |
| YTD | -6.0% | +29.9% | -35.9% | -13.8% |
| 1Y | +1.4% | +67.8% | -66.4% | -13.3% |
| 3Y | +11.8% | +52.8% | -40.9% | -8.9% |
| 5Y | -2.0% | +31.3% | -33.3% | -19.3% |
| All | +238.9% | +491.7% | -252.8% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling