+141.4%
CRM vs NTR
+97.9%
+43.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -4.4% | -1.3% | -3.2% | -4.2% |
| 30D | +28.1% | +16.8% | +11.4% | +23.0% |
| 3M | +48.8% | +20.7% | +28.1% | +41.4% |
| 6M | +28.3% | +0.5% | +27.7% | +26.9% |
| YTD | -6.0% | +29.2% | -35.2% | -13.7% |
| 1Y | +1.4% | +39.6% | -38.2% | -9.3% |
| 3Y | +11.8% | +37.9% | -26.0% | -1.6% |
| 5Y | -2.0% | +47.1% | -49.1% | -20.8% |
| All | +141.4% | +97.9% | +43.4% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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