+5,648.9%
CRM vs NEM
+379.2%
+5,269.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -8.1% | -3.3% | -4.8% | -7.6% |
| 30D | +23.1% | +7.8% | +15.2% | +21.5% |
| 3M | +42.5% | +36.3% | +6.3% | +35.4% |
| 6M | +25.3% | +6.6% | +18.7% | +22.7% |
| YTD | -7.8% | +27.1% | -34.9% | -12.7% |
| 1Y | +1.0% | +62.3% | -61.3% | -8.6% |
| 3Y | +10.0% | +245.1% | -235.1% | -14.4% |
| 5Y | -3.9% | +154.0% | -157.9% | -22.6% |
| 10Y | +233.2% | +311.0% | -77.8% | +138.0% |
| All | +5,648.9% | +379.2% | +5,269.7% | +3,017.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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