+5,760.6%
CRM vs NTRS
+671.1%
+5,089.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.4% |
| 7D | -4.4% | +1.4% | -5.8% | -5.1% |
| 30D | +28.1% | -0.7% | +28.8% | +28.3% |
| 3M | +48.8% | +11.3% | +37.5% | +40.6% |
| 6M | +28.3% | +35.5% | -7.3% | +9.2% |
| YTD | -6.0% | +40.6% | -46.6% | -21.6% |
| 1Y | +1.4% | +49.2% | -47.8% | -18.1% |
| 3Y | +11.8% | +167.2% | -155.4% | -34.1% |
| 5Y | -2.0% | +94.9% | -97.0% | -34.4% |
| 10Y | +239.6% | +259.5% | -19.8% | +49.9% |
| All | +5,760.6% | +671.1% | +5,089.5% | +1,245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling