+1,648.4%
CRM vs MSCI
+3,191.3%
-1,542.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | +2.0% | +3.0% | -1.0% | +0.4% |
| 30D | -7.7% | +17.8% | -25.5% | -15.5% |
| 3M | +8.4% | +15.2% | -6.8% | +0.4% |
| 6M | +31.9% | +16.5% | +15.4% | +21.3% |
| YTD | -17.2% | +16.4% | -33.6% | -24.1% |
| 1Y | -8.6% | +16.8% | -25.4% | -16.5% |
| 3Y | +3.1% | +35.8% | -32.6% | -15.8% |
| 5Y | -27.6% | +7.0% | -34.6% | -34.1% |
| 10Y | +197.6% | +818.6% | -621.0% | -10.5% |
| All | +1,648.4% | +3,191.3% | -1,542.9% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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