+72.4%
CRM vs NET
+1,449.6%
-1,377.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | +1.3% | -7.0% | +8.2% | +3.2% |
| 30D | +34.3% | -4.8% | +39.1% | +36.2% |
| 3M | +37.7% | +3.8% | +33.9% | +35.6% |
| 6M | +34.9% | +50.0% | -15.1% | +17.7% |
| YTD | -1.6% | +41.5% | -43.1% | -13.7% |
| 1Y | +7.1% | +32.8% | -25.7% | -5.0% |
| 3Y | +19.0% | +335.9% | -316.8% | -27.7% |
| 5Y | -1.3% | +113.8% | -115.1% | -36.9% |
| All | +72.4% | +1,449.6% | -1,377.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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