+1,895.9%
CRM vs MSCI
+2,648.6%
-752.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -1.9% |
| 7D | -3.5% | -2.1% | -1.4% | -2.4% |
| 30D | +29.3% | -1.7% | +31.0% | +30.6% |
| 3M | +36.8% | -8.2% | +45.0% | +42.9% |
| 6M | +23.9% | -2.4% | +26.3% | +25.4% |
| YTD | -5.5% | -2.8% | -2.7% | -4.5% |
| 1Y | -0.4% | -2.7% | +2.2% | -0.1% |
| 3Y | +12.8% | +7.3% | +5.5% | +4.5% |
| 5Y | -3.5% | -11.4% | +7.9% | -3.0% |
| 10Y | +238.4% | +605.8% | -367.4% | +16.8% |
| All | +1,895.9% | +2,648.6% | -752.7% | +262.6% |
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