+193.5%
CRM vs FND
+56.5%
+137.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -4.4% | -5.8% | +1.3% | -2.9% |
| 30D | +28.1% | -20.2% | +48.3% | +35.7% |
| 3M | +48.8% | -12.0% | +60.8% | +52.6% |
| 6M | +28.3% | -18.5% | +46.8% | +32.6% |
| YTD | -6.0% | -22.3% | +16.2% | -2.2% |
| 1Y | +1.4% | -47.6% | +49.1% | +17.3% |
| 3Y | +11.8% | -49.8% | +61.6% | +24.3% |
| 5Y | -2.0% | -63.0% | +60.9% | +13.2% |
| All | +193.5% | +56.5% | +137.0% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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