+48.2%
CRM vs NET
+1,258.4%
-1,210.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | +0.2% |
| 7D | -3.7% | -21.2% | +17.5% | +2.6% |
| 30D | -1.1% | -31.1% | +30.0% | +8.9% |
| 3M | +15.5% | -16.5% | +32.0% | +19.8% |
| 6M | +19.5% | 0.0% | +19.4% | +16.1% |
| YTD | -15.5% | +24.0% | -39.5% | -24.1% |
| 1Y | -11.2% | +7.0% | -18.2% | -17.1% |
| 3Y | +9.2% | +279.6% | -270.3% | -31.4% |
| 5Y | -26.2% | +24.0% | -50.2% | -46.5% |
| All | +48.2% | +1,258.4% | -1,210.2% | -47.2% |
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