+6,032.9%
CRM vs IP
+108.0%
+5,924.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.8% |
| 7D | +1.3% | -5.3% | +6.5% | +3.3% |
| 30D | +34.3% | -10.9% | +45.2% | +40.0% |
| 3M | +37.7% | +11.2% | +26.5% | +29.8% |
| 6M | +34.9% | -10.2% | +45.2% | +36.1% |
| YTD | -1.6% | -2.0% | +0.3% | -5.2% |
| 1Y | +7.1% | -19.1% | +26.2% | +10.6% |
| 3Y | +19.0% | +20.9% | -1.8% | -1.9% |
| 5Y | -1.3% | -17.8% | +16.6% | -5.3% |
| 10Y | +251.2% | +23.5% | +227.6% | +155.2% |
| All | +6,032.9% | +108.0% | +5,924.9% | +3,817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling