+232.4%
CRM vs FN
+927.1%
-694.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | -8.1% | +2.3% | -10.4% | -8.5% |
| 30D | +23.1% | -23.2% | +46.2% | +27.2% |
| 3M | +42.5% | -30.4% | +72.9% | +47.9% |
| 6M | +25.3% | -25.6% | +50.9% | +24.5% |
| YTD | -7.8% | -11.3% | +3.5% | -13.5% |
| 1Y | +1.0% | +8.4% | -7.4% | -10.5% |
| 3Y | +10.0% | +166.2% | -156.3% | -29.0% |
| 5Y | -3.9% | +290.3% | -294.2% | -46.8% |
| All | +232.4% | +927.1% | -694.6% | +42.0% |
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