+3,235.7%
CRM vs MA
+15,565.3%
-12,329.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.1% |
| 7D | -3.5% | -1.8% | -1.7% | -2.5% |
| 30D | +29.3% | +1.4% | +27.8% | +28.1% |
| 3M | +36.8% | +17.7% | +19.1% | +24.5% |
| 6M | +23.9% | +9.7% | +14.2% | +17.3% |
| YTD | -5.5% | +0.5% | -6.0% | -6.2% |
| 1Y | -0.4% | -2.1% | +1.7% | -0.1% |
| 3Y | +12.8% | +40.1% | -27.3% | -8.2% |
| 5Y | -3.5% | +67.5% | -71.0% | -29.1% |
| 10Y | +238.4% | +505.6% | -267.2% | +24.4% |
| All | +3,235.7% | +15,565.3% | -12,329.6% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling