+51.3%
CRM vs NET
+1,381.0%
-1,329.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.9% |
| 7D | -6.2% | -16.4% | +10.2% | -1.6% |
| 30D | -1.2% | -25.8% | +24.7% | +6.7% |
| 3M | +19.1% | -11.5% | +30.7% | +21.7% |
| 6M | +23.0% | +18.9% | +4.1% | +13.8% |
| YTD | -13.7% | +35.2% | -48.9% | -24.2% |
| 1Y | -10.0% | +14.5% | -24.4% | -17.4% |
| 3Y | +11.6% | +313.8% | -302.3% | -31.6% |
| 5Y | -24.9% | +32.6% | -57.4% | -46.5% |
| All | +51.3% | +1,381.0% | -1,329.7% | -47.4% |
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