+5,648.9%
CRM vs IT
+1,207.4%
+4,441.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -8.1% | -12.7% | +4.6% | -1.6% |
| 30D | +23.1% | -8.9% | +31.9% | +29.0% |
| 3M | +42.5% | +10.1% | +32.4% | +33.2% |
| 6M | +25.3% | +7.3% | +18.0% | +18.4% |
| YTD | -7.8% | -32.4% | +24.6% | +8.7% |
| 1Y | +1.0% | -26.6% | +27.7% | +13.4% |
| 3Y | +10.0% | -51.8% | +61.8% | +47.4% |
| 5Y | -3.9% | -45.6% | +41.7% | +20.3% |
| 10Y | +233.2% | +92.4% | +140.8% | +98.8% |
| All | +5,648.9% | +1,207.4% | +4,441.5% | +1,485.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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