-0.8%
CRM vs PH
+251.9%
-252.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | -4.4% | -1.3% | -3.2% | -4.0% |
| 30D | +28.1% | -11.0% | +39.1% | +33.5% |
| 3M | +48.8% | +5.5% | +43.3% | +43.3% |
| 6M | +28.3% | +1.5% | +26.8% | +24.0% |
| YTD | -6.0% | +8.8% | -14.8% | -13.1% |
| 1Y | +1.4% | +24.5% | -23.1% | -13.4% |
| 3Y | +11.8% | +141.2% | -129.3% | -37.4% |
| All | -0.8% | +251.9% | -252.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling