+205.1%
CRM vs FN
+700.1%
-495.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +1.2% |
| 7D | +2.0% | +0.3% | +1.7% | +1.7% |
| 30D | -7.7% | -16.5% | +8.9% | -6.1% |
| 3M | +8.4% | -42.1% | +50.5% | +15.4% |
| 6M | +31.9% | -52.9% | +84.8% | +42.8% |
| YTD | -17.2% | -28.0% | +10.8% | -21.0% |
| 1Y | -8.6% | -18.5% | +9.9% | -15.8% |
| 3Y | +3.1% | +93.9% | -90.7% | -30.1% |
| 5Y | -27.6% | +170.5% | -198.1% | -57.4% |
| All | +205.1% | +700.1% | -495.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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