+658.3%
CRM vs FIVE
+868.1%
-209.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.2% |
| 7D | +1.3% | +4.3% | -3.0% | +0.2% |
| 30D | +34.3% | +12.5% | +21.8% | +30.0% |
| 3M | +37.7% | +31.2% | +6.5% | +28.2% |
| 6M | +34.9% | +14.4% | +20.6% | +28.7% |
| YTD | -1.6% | +33.9% | -35.5% | -9.9% |
| 1Y | +7.1% | +65.1% | -57.9% | -7.2% |
| 3Y | +19.0% | +49.0% | -29.9% | -1.0% |
| 5Y | -1.3% | +30.3% | -31.6% | -17.5% |
| 10Y | +251.2% | +481.1% | -230.0% | +101.4% |
| All | +658.3% | +868.1% | -209.8% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling