+5,648.9%
CRM vs MAR
+1,652.8%
+3,996.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | -8.1% | -2.1% | -6.0% | -7.1% |
| 30D | +23.1% | -5.7% | +28.7% | +26.5% |
| 3M | +42.5% | -14.6% | +57.2% | +53.5% |
| 6M | +25.3% | +1.3% | +24.0% | +22.2% |
| YTD | -7.8% | +6.7% | -14.5% | -13.1% |
| 1Y | +1.0% | +26.4% | -25.4% | -13.6% |
| 3Y | +10.0% | +64.7% | -54.7% | -19.2% |
| 5Y | -3.9% | +153.1% | -156.9% | -45.0% |
| 10Y | +233.2% | +437.9% | -204.7% | +0.4% |
| All | +5,648.9% | +1,652.8% | +3,996.2% | +500.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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