+11.8%
CRM vs GWW
+89.6%
-77.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.8% |
| 7D | -4.4% | -3.4% | -1.1% | -3.6% |
| 30D | +28.1% | -1.9% | +30.0% | +28.6% |
| 3M | +48.8% | -2.4% | +51.2% | +49.0% |
| 6M | +28.3% | +15.7% | +12.5% | +21.2% |
| YTD | -6.0% | +27.6% | -33.6% | -15.7% |
| 1Y | +1.4% | +27.2% | -25.8% | -9.1% |
| 3Y | +11.8% | +89.7% | -77.8% | -20.3% |
| All | +11.8% | +89.6% | -77.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling