-0.8%
CRM vs MA
+67.5%
-68.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.5% |
| 7D | -4.4% | -1.7% | -2.7% | -3.2% |
| 30D | +28.1% | +1.7% | +26.4% | +26.4% |
| 3M | +48.8% | +17.2% | +31.6% | +32.9% |
| 6M | +28.3% | +13.3% | +14.9% | +17.0% |
| YTD | -6.0% | +0.2% | -6.2% | -6.8% |
| 1Y | +1.4% | -2.7% | +4.2% | +2.3% |
| 3Y | +11.8% | +39.1% | -27.2% | -14.8% |
| All | -0.8% | +67.5% | -68.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 5y: compounded portfolio wealth divided by compounded MA 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…
5y analysis · Full analysis span regression · 6 months rolling