+240.5%
CRM vs P
+494.9%
-254.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.3% |
| 7D | -3.5% | +7.8% | -11.3% | -5.2% |
| 30D | +29.3% | +12.3% | +16.9% | +24.2% |
| 3M | +36.8% | +37.1% | -0.3% | +23.5% |
| 6M | +23.9% | +66.1% | -42.2% | +5.2% |
| YTD | -5.5% | +50.9% | -56.4% | -18.7% |
| 1Y | -0.4% | +27.2% | -27.6% | -12.7% |
| 3Y | +12.8% | +158.7% | -145.9% | -24.2% |
| 5Y | -3.5% | +291.1% | -294.6% | -43.9% |
| 10Y | +238.4% | +715.0% | -476.5% | +56.5% |
| All | +240.5% | +494.9% | -254.4% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling