-3.9%
CRM vs FIVE
+30.6%
-34.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -8.1% | +0.6% | -8.7% | -8.3% |
| 30D | +23.1% | +3.0% | +20.1% | +21.8% |
| 3M | +42.5% | +23.2% | +19.3% | +35.0% |
| 6M | +25.3% | +9.2% | +16.2% | +21.0% |
| YTD | -7.8% | +28.1% | -35.9% | -14.5% |
| 1Y | +1.0% | +65.3% | -64.2% | -12.2% |
| 3Y | +10.0% | +49.4% | -39.4% | -7.1% |
| 5Y | -3.9% | +29.5% | -33.4% | -13.9% |
| All | -3.9% | +30.6% | -34.5% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling