+5,066.8%
CRM vs IP
+93.6%
+4,973.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.5% | +2.6% |
| 7D | -4.0% | -2.8% | -1.2% | -3.0% |
| 30D | -6.8% | +9.2% | -16.0% | -10.2% |
| 3M | +10.6% | -16.1% | +26.7% | +17.4% |
| 6M | +23.4% | +9.6% | +13.8% | +16.0% |
| YTD | -17.1% | -8.8% | -8.4% | -18.2% |
| 1Y | -10.1% | -5.5% | -4.6% | -12.7% |
| 3Y | +4.0% | +19.6% | -15.6% | -14.5% |
| 5Y | -26.7% | -13.5% | -13.2% | -31.6% |
| 10Y | +197.9% | +22.4% | +175.4% | +115.5% |
| All | +5,066.8% | +93.6% | +4,973.2% | +3,278.2% |
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