+5,760.6%
CRM vs ITOT
+892.3%
+4,868.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.9% |
| 7D | -4.4% | -0.9% | -3.5% | -3.3% |
| 30D | +28.1% | -1.5% | +29.6% | +30.8% |
| 3M | +48.8% | +3.6% | +45.3% | +41.9% |
| 6M | +28.3% | +13.7% | +14.6% | +7.8% |
| YTD | -6.0% | +12.9% | -18.9% | -20.3% |
| 1Y | +1.4% | +17.2% | -15.7% | -18.1% |
| 3Y | +11.8% | +75.6% | -63.8% | -46.0% |
| 5Y | -2.0% | +75.5% | -77.5% | -51.2% |
| 10Y | +239.6% | +302.0% | -62.3% | -41.7% |
| All | +5,760.6% | +892.3% | +4,868.3% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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