+187.9%
CRM vs FND
+54.9%
+133.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -8.1% | -5.1% | -3.0% | -6.8% |
| 30D | +23.1% | -22.5% | +45.6% | +31.3% |
| 3M | +42.5% | -5.0% | +47.5% | +43.0% |
| 6M | +25.3% | -21.5% | +46.8% | +30.8% |
| YTD | -7.8% | -23.0% | +15.2% | -3.8% |
| 1Y | +1.0% | -44.9% | +45.9% | +15.1% |
| 3Y | +10.0% | -50.0% | +60.0% | +22.3% |
| 5Y | -3.9% | -63.3% | +59.5% | +11.3% |
| All | +187.9% | +54.9% | +133.0% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling