+10.2%
CRM vs FIVE
+52.3%
-42.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.7% |
| 7D | -5.0% | +1.7% | -6.6% | -5.2% |
| 30D | +23.6% | +5.0% | +18.6% | +22.6% |
| 3M | +39.6% | +29.5% | +10.1% | +34.6% |
| 6M | +23.4% | +12.4% | +11.0% | +20.7% |
| YTD | -7.4% | +31.2% | -38.6% | -11.4% |
| 1Y | -2.3% | +72.9% | -75.2% | -10.1% |
| All | +10.2% | +52.3% | -42.0% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling