+4,959.4%
CRM vs IP
+96.2%
+4,863.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -3.9% | 0.0% | -4.0% | -4.0% |
| 30D | -6.8% | +9.4% | -16.2% | -10.3% |
| 3M | +8.3% | -14.1% | +22.3% | +13.9% |
| 6M | +17.9% | +9.2% | +8.7% | +11.1% |
| YTD | -18.9% | -7.5% | -11.3% | -20.3% |
| 1Y | -10.9% | -2.8% | -8.1% | -14.5% |
| 3Y | +1.8% | +21.2% | -19.4% | -16.7% |
| 5Y | -27.4% | -11.5% | -15.9% | -32.9% |
| 10Y | +195.5% | +23.7% | +171.8% | +113.0% |
| All | +4,959.4% | +96.2% | +4,863.2% | +3,191.2% |
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