+238.9%
CRM vs P
+718.8%
-479.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +0.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | +28.1% | -11.9% | +40.0% | +31.0% |
| 3M | +48.8% | +41.6% | +7.2% | +32.4% |
| 6M | +28.3% | +58.1% | -29.9% | +9.3% |
| YTD | -6.0% | +46.5% | -52.5% | -19.3% |
| 1Y | +1.4% | +19.1% | -17.6% | -10.2% |
| 3Y | +11.8% | +150.6% | -138.7% | -26.5% |
| 5Y | -2.0% | +271.8% | -273.8% | -44.9% |
| All | +238.9% | +718.8% | -479.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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