+238.9%
CRM vs NTRS
+259.9%
-21.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.5% |
| 7D | -4.4% | +1.4% | -5.8% | -4.9% |
| 30D | +28.1% | -0.7% | +28.8% | +28.3% |
| 3M | +48.8% | +11.3% | +37.5% | +42.2% |
| 6M | +28.3% | +35.5% | -7.3% | +12.6% |
| YTD | -6.0% | +40.6% | -46.6% | -18.8% |
| 1Y | +1.4% | +49.2% | -47.8% | -14.7% |
| 3Y | +11.8% | +167.2% | -155.4% | -27.4% |
| 5Y | -2.0% | +94.9% | -97.0% | -29.0% |
| All | +238.9% | +259.9% | -21.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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