+204.7%
CRM vs FN
+763.2%
-558.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | -2.2% | +20.8% | -22.9% | -5.1% |
| 30D | -8.6% | -17.3% | +8.7% | -6.8% |
| 3M | +12.7% | -38.1% | +50.9% | +19.0% |
| 6M | +27.6% | -44.2% | +71.8% | +34.0% |
| YTD | -17.3% | -22.3% | +5.0% | -21.9% |
| 1Y | -10.8% | -20.9% | +10.1% | -16.7% |
| 3Y | +3.8% | +111.1% | -107.3% | -30.6% |
| 5Y | -27.7% | +191.8% | -219.5% | -57.9% |
| All | +204.7% | +763.2% | -558.5% | +32.6% |
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