+234.7%
CRM vs IP
+15.7%
+219.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.1% | -0.7% |
| 7D | -5.0% | -4.6% | -0.4% | -3.9% |
| 30D | +23.6% | -15.3% | +38.9% | +28.6% |
| 3M | +39.6% | +2.7% | +36.9% | +37.1% |
| 6M | +23.4% | -7.4% | +30.8% | +23.4% |
| YTD | -7.4% | -8.8% | +1.5% | -7.6% |
| 1Y | -2.3% | -22.4% | +20.1% | +1.6% |
| 3Y | +10.5% | +14.2% | -3.7% | -2.8% |
| 5Y | -4.7% | -21.8% | +17.1% | -5.9% |
| 10Y | +234.7% | +18.3% | +216.5% | +162.5% |
| All | +234.7% | +15.7% | +219.0% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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