+5,760.6%
CRM vs NI
+1,077.2%
+4,683.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | 0.0% | -4.5% | -4.5% |
| 30D | +28.1% | -1.4% | +29.5% | +28.8% |
| 3M | +48.8% | -10.6% | +59.4% | +56.1% |
| 6M | +28.3% | -9.3% | +37.6% | +32.5% |
| YTD | -6.0% | +1.1% | -7.2% | -8.2% |
| 1Y | +1.4% | +3.4% | -1.9% | -2.3% |
| 3Y | +11.8% | +67.9% | -56.0% | -17.2% |
| 5Y | -2.0% | +98.0% | -100.0% | -34.4% |
| 10Y | +239.6% | +143.6% | +96.1% | +84.8% |
| All | +5,760.6% | +1,077.2% | +4,683.4% | +814.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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