+238.9%
CRM vs MKTX
+5.0%
+233.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +28.1% | +0.7% | +27.4% | +27.9% |
| 3M | +48.8% | +40.8% | +8.0% | +32.1% |
| 6M | +28.3% | -8.0% | +36.2% | +30.1% |
| YTD | -6.0% | -8.7% | +2.7% | -4.7% |
| 1Y | +1.4% | -11.8% | +13.3% | +3.7% |
| 3Y | +11.8% | -24.0% | +35.9% | +14.0% |
| 5Y | -2.0% | -60.3% | +58.3% | +23.6% |
| All | +238.9% | +5.0% | +233.9% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling