+5,793.7%
CRM vs M
+75.8%
+5,717.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.3% |
| 7D | -3.5% | +2.4% | -5.9% | -4.1% |
| 30D | +29.3% | -11.6% | +40.9% | +33.1% |
| 3M | +36.8% | +1.6% | +35.2% | +35.5% |
| 6M | +23.9% | +25.2% | -1.3% | +15.7% |
| YTD | -5.5% | +3.8% | -9.2% | -8.1% |
| 1Y | -0.4% | +36.3% | -36.8% | -10.1% |
| 3Y | +12.8% | +116.3% | -103.6% | -15.0% |
| 5Y | -3.5% | +28.2% | -31.7% | -21.8% |
| 10Y | +238.4% | -3.4% | +241.8% | +135.8% |
| All | +5,793.7% | +75.8% | +5,717.9% | +1,936.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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